eviews8.0进行加权最小二乘估计weights type是什么意思

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weights type下的variance, inverse variance等都是什么意思啊？假如我权数为1/x，我是不是该选weights type 中的none?那我的权数没法输了，因为type下面weights series变成灰色，无法输。怎么办？哪位大咖帮忙解答一下。

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关键词：weights Eviews8 EVIEWS 最小二乘估计 Weight

同问，谢谢

我研究过很久，也不是非常懂

variance, inverse variance　分别为方差，　方差倒数，std dev. ,  inverse std dev.标准误，　标准误的倒数。选择其中某一项，表示所用权重与该项成某种关系，可能是比例关系

variance, inverse variance　分别为方差，　方差倒数，std dev. ,  inverse std dev.标准误，　标准误的倒数。选择其中某一项，表示所用权重与该项成某种关系，可能是比例关系

None表示不加权，当然是灰的

cnfly 发表于 2017-10-26 18:54
variance, inverse variance　分别为方差，　方差倒数，std dev. ,  inverse std dev.标准误，　标准误的倒 ...

能否举例说明一下？

The Type dropdown is used to specify the form in which the weight data are provided. If, for example, your weight series VARWGT contains values proportional to the conditional variance, you should select Variance. Alternately, if your series INVARWGT contains the values proportional to the inverse of the standard deviation of the residuals you should choose Inverse std. dev. Next, you should enter an expression for your weight series in the Weight series edit field.Lastly, you should choose a scaling method for the weights. There are
three choices: Average, None, and (in some cases) EViews default. If you select Average, EViews will, prior to use, scale the weights prior so that the sum to . The EViews default specification scales the weights so the square roots of the sum to . (The latter square root scaling, which offers backward compatibility to EViews 6 and earlier, was originally introduced in an effort to make the weighted residuals comparable to the unweighted residuals.) Note that the EViews default method is only available if you select Inverse std. dev. as weighting Type.