Barbara,
In addition to the other advice you've gotten, a simple way to keep
aweights and pweights straight in your head is that (usually?
always?) aweights + robust = pweights. In any dataset, try (1)
aweights on its own, (2) aweights with robust, and (3) pweights. You
will usually (always?) find that (2) and (3) give you the same
output.
Hope this helps.
--Mark
From: "Barbara Hamilton" <[email protected]>
To: <[email protected]>
Subject: st: The use of pweights with regress
Date sent: Fri, 5 Nov 2004 13:48:54 -0500
Send reply to: [email protected]
> Thank you in advance for any comments. I have been searching futilely
> all day in Stata documentation, online articles, etc. for the answer to
> what I initially thought would be a simple question:
> Winship and Radbill noted back in the 90's that applying sampling
> weights to regression analysis can result in standard error estimates
> that are compromised. Is this because at the time they were writing,
> most software packages treated the weights as frequency weights and
> consequently inflated the sample size? Given the advances made in STATA
> 8, if I were to
>
> .regress Y X1 X2.Xn [pweight=weight]
>
> would my standard error estimates be compromised as Winship and Radbill
> noted back then, or does pweight now correct for any problems with these
> estimates brought about by the act of weighting?
>
> I have seen some threads similar to this in the Stata list archives, but
> I was not able to determine the answer to the above question based on my
> reading of the threads.
>
> Also, can anyone point me to any documentation as to exactly what/how
> pweights are applies. For example, I know that fweights are analogous
> to running an unweighted regression on a dataset that has the correct
> number of observation replications denoted by the fweight. However, I
> don't have a concept in my head of how pweights are actually
> applied...that is, can anyone briefly state a conceptualization such as
> the one I made above about pweights, or does anyone have access to
> technicalities/formulas about how pweights are applied?
>
> Again, thanks!
>
> Barbara Hamilton
> Center for Labor Market Studies
> Northeastern University
>
>
>
> *
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Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator
http://www.som.hw.ac.uk/cert
*
* For searches and help try:
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* http://www.ats.ucla.edu/stat/stata/
