Manual Weighted Least Squares Estimation
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I have estimated WLS manually by dividing each of the coefficients by income^0.5. My question is, when I do that, does it automatically divde the constant by income^0.5? If not, how would I add 1/income^0.5 for the constant? Would I just create a variable for 1/income^2 and then add it to the matrix where I have all of my coefficents? Any help you could give would be greatly appreciated!
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Ajit Kasturi
il 18 Giu 2020
Assuming that you are asking whether division of each element of the matrix works, Yes it does. You can divide/add the constant (in your case it is 1/income^2) element-wise to a matrix as shown below.
Income = 2;
x= [1 2 3; 2 3 4; 4 5 6];
c= income^2;
Y=x/c;
For more information, refer the following link:
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