Description
lcwals uses the latest estimation results from wals to compute the WALS estimate of a linear combination of the focus and auxiliary parameters. In addition to the point estimate, it calculates plug-in estimates of the sampling moments (bias, SE, and RMSE) and simulation-based confidence intervals for the required linear combinations of the focus and auxiliary parameters.
lcwals can also be used after the hetwals, ar1wals, xtwals, and glmwals commands. For WALS estimation of nonlinear combinations of the focus and auxiliary parameters, see margwals.
Help files
After installation, you can view the available options by typing in Stata
help lcwals
Key references
De Luca, G., and Magnus, J. R. (2025b). Weighted-average least squares: improvements and extensions. The Stata Journal, 25(3), 587-626.