On Sun, 14 Jun 2009 bulent.miran(a)ege.edu.tr wrote: > I checked out the older versions and saw it begins with heteroscedasticity > corrected not WLS.
Ah, that's just a matter of different labeling. The "hereroskedasticity corrected" model is in fact just WLS, with the weights based on the estimated error variance. Allin Cottrell