Hi,
I'm trying to run simple OLS, Y = b0 + b1*X.
And what I want to ask is about treating input data with "frequency" weight.
My data is as follows.
x y _freq_
1 10 1
5 20 3
2 35 2
3 15 1
Above data seems to have 4 observations.
However it has actually 7 observations, considering the frequency.
...like follows.
x y _freq_
1 10
5 20
5 20
5 20
2 35
2 35
3 15
So, is there any option to use under the 'frequency' weight ?
Thanks.
How to deal with frequency weight??
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EViews Glenn
- EViews Developer
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Re: How to deal with frequency weight??
Least squares doesn't support frequency weights, but GLM does. You can estimate an equivalent model using GLM and the default normal family and identity link .
equation eq1.glm(fwgt=_freq_) y x c
equation eq1.glm(fwgt=_freq_) y x c
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