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Sampling weights were introduced in Stata 14.

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Weights allowed by treatment-effects estimators

Weights allowed by treatment-effects estimators


Highlights

  • Weighted observational data for
    • Average treatment effects (ATE)
    • ATE on the treated
    • Potential-outcome means

What's this about?

Treatment-effects estimators extract experimental-style causal effects from observational data. We use weights to make our data representative of the population of interest. Using appropriate weights allows us to accurately estimate causal effects. Ignoring the weights is equivalent to estimating effects for a population that is not the one of interest.