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The Stata Journal
Volume 25 Number 3: pp. 587-626

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Weighted-average least squares: Improvements and extensions

Giuseppe De Luca
University of Palermo
Palermo, Italy
[email protected]
 Jan R. Magnus
Vrije Universiteit Amsterdam
Amsterdam, The Netherlands
[email protected]
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View all articles with these keywords: wals, wals postestimation, lcwals, margwals, weighted-av-er-age least squares, linear model, Bayesian shrinkage, inference, postestimation

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