Analytic formula behind: areg [w=], absorb() ?

[Johannes Dolfen]

Hi

I have been trying to replicate the results of STATA's areg command with weights. In particular, I am trying to run the following specification

y_ij = alpha_j + beta * x_ij

where i denotes an individuum and j the group. Each observation comes with a weight w_ij. Now I am trying to replicate the results I get from

areg y x [w=wgt], absorb(group)

but have been failing thus far. Could anyone point me in the right direction?

Many thanks

[Phil Bromiley]

You didn't get a quick answer. You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output [fixed spacing fonts help], and sample data using dataex.

In your case, being able to know specifically what you entered and what you got and your data would help someone understand your exact problem.