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• Weighted least squares special case of generalized least Example Page 427 output out=a2 r=resid; For example, you can choose the Generalized least squares R. C. Hill, H. Lutkepohl, and T. C. Lee. The Theory and Practice of Econometrics. New York, NY:

3 When we have heteroskedasticity, ordinary least squares is no longer the optimal estimate we’ll see presently that other estimators can be unbi- Generalized Least Squares EXAMPLES STATISTICAL ISSUES FEASIBLE METHODS BIBLIOGRAPHY Source for information on Generalized Least Squares: International Encyclopedia of

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