你去查查wls0命令，这个的单独下载

兄弟能不能说清楚点啊

不明白你的意思

wls,没有这个命令哦

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help for wls0
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Weighted least squares regression
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 wls0 dvar ivars [if] [in], wvar(varlist) type(wlstype)
     [ noconst robust hc2 hc3 graph ]

Description
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wls0 computes various weighted least squares regressions. 
     The command generates two variables _wls_wgt and
     _wls_res, the wls weights and residuals respectively.

Options
-------

wvar(varlist) variables in the weightling equation.

type(wlstype) the wls type.  The choices are:
    abse  - absolute value of residual
    absen - absolute value of residual, ala Neter et al
    e2    - residual squared
    loge2 - log residual squared
    xb2   - fitted value squared

noconst do not include a constant in the weighting equation.

robust using robust standard errors in the final regression.

graph plots the wls residuals vs fitted.

Examples
--------

 . wls0 exp age ownrent income incomesq, wvar(income incomesq) type(abse)
 . wls0 exp age ownrent income incomesq, wvar(income incomesq) type(abse) noconst

Author
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      Philip B. Ender
      UCLA Department of Education
      UCLA Academic Technology Services
      ender@ucla.edu

g id=_n

xtgls y x1-xn,i(id) p(h)

*可能达到目的（其中y是因变量，x1……xn是自变量）。