WLS

WLS is available in Custom Tables and Advanced Statistics.

WLS (weighted least squares) estimates regression models with different weights for different cases. Weighted least squares should be used when errors from an ordinary regression are heteroscedastic—that is, when the size of the residual is a function of the magnitude of some variable.

WLS VARIABLES= dependent varname WITH independent varnames

 [/SOURCE=varname]

 [/DELTA=[{1.0**                  }]]
          {value list             }
          {value TO value BY value}

 [/WEIGHT=varname]

 [/{CONSTANT**}  
   {NOCONSTANT}                                 

 [/PRINT={BEST}]
         {ALL }

 [/SAVE = WEIGHT]

 [/APPLY[='model name']]

**Default if the subcommand or keyword is omitted.

This command reads the active dataset and causes execution of any pending commands. See the topic Command Order for more information.

Syntax for the WLS command can be generated from the Weight Estimation dialog.

Example

WLS VARIABLES = VARY WITH VARX VARZ
  /SOURCE=VARZ
  /DELTA=2.