Can alpaca allow weighted regression?

[lzy318]

Dear Amrei,

Great work on alpaca. It is very helpful for my research. I want to know if it is possible to run weighted glm regression using alpaca like felm.

Thank you very much.

[amrei-stammann]

Hi,

at the moment it is not supported. But in principle it is possible to extend feglm() by a weights-argument like in felm() or glm(). I'll put it on the wish list.