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  • Finding the FGLS/GLS in mata environment

    In mata environment How can I derive the estimated parameters x1 and x2 and its variance, using FGLS/GLS (a) I need to define the v = ln (e^2) in mata (b) derive the weight w = 1/exp(vhat) in mata . (c) regress a weighted regression y on x1 x2 Already I known how derive the b of the OLS in mata.
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