Hello Statalisters,

I have been searching for an answer to the following question: "Can anyone point me to any documentation as to exactly what/how pweights are applied [when using with -regress-]?"

This is actually pulled directly from a seemingly unanswered statalist archived post from 2004 (unanswered because the posted replies do not seem to have any references or links to documentation, which seemed to be one of the main questions of the original post). After searching the internet at large, statalist updated forum, the statalist archives, the stata journal, the general user manual, and of course the -search- and -help- commands, I have been unable to find any specific information about how pweights are applied when used with -regress-. For other commands, I have been able to find links to articles at the bottom of the help page explaining the math behind the command, or occasionally links from statalist; but I have not found any such information for pweights. In particular, I am looking for how the use of pweights affects the estimation of coefficients and robust standard errors.

I understand what pweights should be, and have calculated them for my data, and I am just looking for a theoretical understanding of what stata does when I use the following:
Code:
regress mydepvar myindepvars [pw=mypweightvar]
Could someone help me find this documentation?

Many thanks for any help on this!