error variance

  1. P

    error variance estimation with sample-weights

    Hello, I am using data which include a (sample-)weight for each observation, i.e. the data is from a survey that has weights to make the sample representative for the US-population. I perform OLS to get some coefficients and I am trying to estimate the error variance...
  2. T

    How do I normalize the variance of error terms in multinomal logit/probit models?

    Hi, I use a multinomial logit model to analyze a choice experiment with three options. I normalize the coefficient of one of the options, say option three to zero. I do this to set this option as the reference category. Hence, I am left with two options. Now I want to normalize the variance of...