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Does regress, robust use weighted least square or ordinary least square?
Does regress, robust use weighted least square or ordinary least square?

Dear all,

I ran a multiple linear regression model using the regress, robust function as i wanted to account for heteroscedasticity

I am wondering if the parameters are estimated using WLS or OLS with i use this function?

Can anyone help me with clarifying this.

All the best,

BJ Data Tech Solution

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Does regress, robust use weighted least square or ordinary least square?

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