{smcl}
{.-}
help for {cmd:regwls} {right:()}
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{title:Title}
regwls - Estimates Weighted Least Squares, making use of the {help wls0} and {help areg} command, incorporating support for factor variables and the possibility to absorb one fixed effect variable.
{title:Syntax}
{p 8 15}
{cmd:regwls} {help depvar} {help indepvars} [{help if}] [{help in}], wvar(varlist) type(wlstype) [noconst robust hc2 hc3 graph Absorb({help varname}]
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{title:Description}
{p} This command incorporates support for factor variables for the command {help wls0}.
It also allows for the absorbtion of one fixed effects using the algorithm of the command {help areg}.
This is particularly useful when in the need of running a Weighted-Least Squares (WLS) model that requires a large number of dummy variables.
{title:Options}
{bf: wvar({help varlist})}: Variables in the weightling equation.
{bf: type(wlstype)}: The wls type. The choices are:
abse - absolute value of residual
e2 - residual squared
loge2 - log residual squared
xb2 - fitted value squared
{bf: noconst}: do not include a constant in the weighting equation.
{bf: robust}: using robust standard errors in the final regression.
{bf: graph}: plots the wls residuals vs fitted.
{bf: absorb({help varname})}: categorical variable to be absorbed
{title:Author}
{p}
Dany Bahar, Harvard University
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Email: {browse "mailto:dbaharc@gmail.com":dbaharc@gmail.com}
Comments welcome!
{title:Acknowledgements}
This program uses the code of {help wls0} and makes use of the {help areg} command when required.
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{title:Also see}
{p 0 21}
{help wls0} (if installed), {help areg}
{p_end}