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  • LPM regression for pooled OLS. Is it a WLS if I use the pweigth optio?

    Dear statlists,
    I am new and have to submit my master thesis soon.

    I using a micro survey for 10 countries and two periods (independently drawn)
    Sample size for each country is around 2000.
    Population projection weights to ensure a national representative sample are given for each obsevation.

    Explanatories are unavoidable co-linear.


    My regression specification is:

    reg y x i.country_n i.year [pweight=wgt], vce(cluster country_n)

    With that specification I get robust standard errors.

    Question 1:
    Running the Breusch-Pagan / Cook-Weisberg-Test I get large heteroscedasticity. Is this normal?

    Question 2:
    Can I call the specification Pooled Weighted Least squares? Or is it just, pooled ols with robust standard errors?

    Tons of thanks,
    Michael

    MSc. in Economics (soon
    University of Heidelberg





  • #2
    Michi:
    welcome to the list.
    Sorry, wrong forum.
    Please, repost your query on the General forum, as this one is for practicing purposes only. Thanks.
    Kind regards,
    Carlo
    (Stata 15.1 SE)

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