Dear Stata Users,
I have encountered this small problem and since I am not sure about how to
address it myself I've decided to ask you all. Thank you in advance for any
advice you might have for me.
I am working with a dataset that has weights for all observations, and these
weights exhibit large variation, from 1 to over 500. When I run a
nonweighted estimation my t-statistics are relatively small, but when
weights are introduced, the t-statistics jump. Is there a way of determining
the true statistical significance of coefficients in this case?
Thanks again for any help you might have,
MM
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
