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How to deal with frequency weight??

Posted: Mon Apr 17, 2017 10:33 pm
by bokchy
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.

Re: How to deal with frequency weight??

Posted: Tue Apr 18, 2017 12:56 pm
by EViews Glenn
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