Palermo/Amsterdam,
last updated December 5, 2025
This is the website accompanying our book
From the Normal Location Model to
Weighted-Average Least Squares Model Averaging,
written by Giuseppe De Luca and Jan R. Magnus, which we hope to publish in the Spring of 2027. The book will come out in the series
Monographs on Statistics and Applied Probability
published by Chapman & Hall/CRC Press.
The book develops the theory of a model-averaging technique called weighted-average least squares (WALS), based on the theory of the normal location model. The current website provides the Stata code relevant to implementing WALS, so it can be used by both experienced and less experienced users.
We shall keep updating the website as we proceed. Further details about the book and the WALS approach can be found below.