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  • Stata command for weighted M-estimator.

    Dear all,

    Does Stata has commands or packages that can estimate parameters for weighted M-estimators? For example, how to estimate beta with the estimating equations below:

    Click image for larger version

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    Best,
    Liang

  • #2
    https://www.google.com/search?q=stat...obile&ie=UTF-8

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