st: weights in xt commands

[Jonathan Sterne <Jonathan.Sterne@bristol.ac.uk>]

Good morning everyone. The help for xtlogit and other xt commands states 
very clearly "Note that weights must be constant within panels." Can anyone 
explain why this restriction is necessary?

The motivation for my question is that we have a study in which persons 
within clusters were sampled with different probabilities. Does anyone know 
a way to fit random-effects models to such data?

Thanks

Jonathan

----------------------

Jonathan Sterne

Department of Social Medicine
University of Bristol
Canynge Hall
Whiteladies Road
Bristol BS8 2PR
UK

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