Hi everyone,


I have tried to solve a simple problem for days but I can't figure out 
how to run it properly. If someone could give me a hint, this would be 
really great.

Basically, I want to run a standard economist's fixed, and random 
effects regression (corresponds to xtreg in STATA) but with _variable_ 
weights (they correspond to changing industry shares in the market).

Here is what I do:

regsc<-lme(dsc~dcomp+dperc,random=~1|ind7090)
update(regsc,weights=varFixed(~wt))

1. however, my results are different from what I obtain in Stata using 
areg (the weighted fixed effects times series regression). any ideas?
2. how do I read of the random affects results from this regression? 
(i.e. coefficients on dcomp and dperc?)

Any hint would greatly be appreciated.

Best,

-Raphael
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