Weight least squares
Posted: Sat Nov 09, 2013 11:03 pm
I have a model that I'm running and I know the weight that I need to add to the model. I want to know how to do it with the menus meaning that I select quick the estimate equation. I have done the weighted least squares the tedious way, but I would like to know how to do it in a faster way. I have looked at the weights menu in options for and LS model but I don't know which options to choice meaning variance st. deviation, and also scaling doesn't make much sense either. I have select many of these options and they do not give the same output as in my textbook. I want to know how to do a simple weight in eviews.