Weighted least squares

[Klaudia Lennerling]

Hello!

I have conducted an ordinary least squares model and to test it I performed a sensitivity analysis by doing weighted least squares since I have heteroskedastic standard errors. I wonder what's the advantage of conducting a WLS and how I should interpret my two results?

Best regards,
Klaudia

[Carlo Lazzaro]

Klaudia:
provided that interested listers have no chance to see your two results, you're probably referrring to WLS that has some advantage on running OLS with -robust- standard error when heteroskedastcity has been detected.
An example of WLS is worked-out in

https://www.stata.com/bookstore/microeconometrics-stata,

page 162