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by Jwell09
Mon Apr 10, 2017 7:20 pm
Forum: Estimation
Topic: Weighted Dependent Variable - Linear Regression
Replies: 1
Views: 2520

Weighted Dependent Variable - Linear Regression

I have a linear model, Fixed Effects where I look at sales for roughly 6,400 different items across 84 months. I have been told that I should run a regression where my observations are "weighted by sales volume or market share to better represent the overall market". My question is how can...

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