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Re: st: weights panel-survey data
Dear Steve, thanks a lot...actually data are clustered by province, but
this information is not available to the public.
By the way I have discovered that many of the commands I am using in
Stata only allow importance weights. I have read that using importance
weights is not useful to provide a correct estimation...do you agree
with that? I am a little bit confused, I tried to do the same regression
using probability weights and importance weights, and the coefficient
estimates are the same, but the number of observations and the standard
error is different.
Do you think I shoud use importance weights?
thanks a lot,
Manuela
Steven Samuels wrote:
I had another thought. Your survey design may have included multi-
stage sampling and stratification. -xtreg- cannot accommodate
clusters other than panels. Within Stata you have one choice for an
analysis that accommodates weights and clusters: -gllamm-.
-Steve
On Oct 14, 2008, at 2:57 PM, Steven Samuels wrote:
Manuela, You state you have a 3 year panel. Does this mean that each
household was followed for three years or that you are examining
three calendar years?
I suggest that you give each household the weight it had for the
first time it was selected. If all households were selected in the
first calendar year, then the weights represent the population of
that year. If households
Manuela, You state you have a three-year panel. Does this mean that
each household was followed for three years or that you are
examining three calendar years?
I suggest that you give each household the weight it had for the
first time it was selected. If all households were selected in the
first calendar year, then the weights represent the population of
that year. If households rotated in and out, they represent the
year in which they came in. The total sample then represents the
"household-years" of the survey period.
This is Austin Nichols's formulation. (http://www.stata.com/
statalist/archive/2007-11/msg00245.html).
There is a complication if you are interested in three calendar
years, say 2000 2001 2002, but some households started follow-up
before 2000 and rotated out after 2000. Give those HH the weight
for 2000.
-Steve
On Oct 14, 2008, at 1:45 PM, [email protected] wrote:
Dear Steven, the panel is unbalanced, the sampling unit is the
household. The survey is carried on biannually. To each household is
attributed a probability weight each year...but weights are modified
each year in order to take into consideration changes in some known
characteristics of the population.
thanks a lot
Steven Samuels wrote:
What are your panels? Do they all have three years of data? Please
describe the population sampling process. How did the sampling
produce different weights between years?
-Steve
On Oct 14, 2008, at 12:21 PM, [email protected] wrote:
Dear all
I am estimating a 3 year panel (random effect) using survey data.
To get correct estimates I should use sampling weights, but the
command xtreg, re does not allow me to use weights...I can use
xtreg with the option mle, which allow me to use analytic weights.
But stata requires weights to be constant within panels.
Is it correct to use the weights of the last year, and assume they
are constant within panel?
Or should I simply ignore weights?
I really appreciate your help,
Manuela
*
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rotated in and out, they represent the year in which they came in.
The total sample then represents the "household-years" of the survey
period.
This was Austin Nichols's formulation. (http://www.stata.com/
statalist/archive/2007-11/msg00245.html).
There is a complication if you are interested in three calendar
years, say 2000 2001 2002, but some households started follow-up
before 2000 and rotated out after 2000. Give those HH the weight
for 2000.
If you are analyzing a national survey data set, the survey
designers may have created weights for combining data from different
years. So I also suggest that you check the survey documentation.
-Steve
On Oct 14, 2008, at 1:45 PM, [email protected] wrote:
Dear Steven, the panel is unbalanced, the sampling unit is the
household. The survey is carried on biannually. To each household
is attributed a probability weight each year...but weights are
modified each year in order to take into consideration changes in
some known characteristics of the population.
thanks a lot
Steven Samuels wrote:
What are your panels? Do they all have three years of data?
Please describe the population sampling process. How did the
sampling produce different weights between years?
-Steve
On Oct 14, 2008, at 12:21 PM, [email protected] wrote:
Dear all
I am estimating a 3 year panel (random effect) using survey
data. To get correct estimates I should use sampling weights,
but the command xtreg, re does not allow me to use weights...I
can use xtreg with the option mle, which allow me to use
analytic weights. But stata requires weights to be constant
within panels.
Is it correct to use the weights of the last year, and assume
they are constant within panel?
Or should I simply ignore weights?
I really appreciate your help,
Manuela
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/