When you specify weights the formula for the conditional likelihood in [R]
clogit p.186 is just a weighted sum of the group likelihoods with weights
being constant over the group, i.e. weights are just group likelihood
multipliers. In clogit, iweights are basically treated just as fweights,
except that they can be non-integer. The only other difference between
fweights and iweights is that fweights affect the displayed sample size,
iweights do not.
Hi,
I am new to the list, so apologies if this issue has been discussed 100
times before. I could not find anything on it in the archives, though.
The question is:
Does there exist a procedure in STATA which allows you to estimate a
fixed effect logit model using pweights? xtlogit with fixed effects does
not allow pweights.
Thanks in advance for any help.
--
Michael Rosholm :-)
Ph.D, Professor,
Department of Economics,
University of Aarhus
E-mail: [email protected]
HomePage: http://www.econ.au.dk/afn/faculty/rosholmm.htm
Phone: +45 89 42 15 59 Fax : +45 86 13 63 34
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