EViews.com

Hi Startz, Yes, the problem became spurious as i tried to make it easy to understand. You are right. We have two linear constraints on the slope parameters, which are greater than two. The problem is to perform a weighted least squares regression of R = a + b1X1+b2X2+.........+bnXn where n>2 the wei...

Hi Gareth, Sorry to disappoint, but it isn't a home assignment. Guess, should have more explicit in expalining my query. Trying to do a monthly cross-sectional weighted least-squares regressions on Ri to determine the pure Xj and Xk effects - across; wherein βi j = a dummy variable equal to 1 if Ri ...

Hi, I am trying to run a weighted least-squares regressions: Ri = α + β1X1+ B2X2 + εi The objective is to minimize the weighted squared residuals, ∑Wiεi^2 (wherein Wi's are weights know to us beforehand) - subject to the constraints: γ1β1+ γ2β2 = 0 (γ1 and γ2 are weights known to us) and Ω1β1+ Ω2β2 ...