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Re: st: weights panel-survey data
Manuela, If the public-use data does not identify the original
clusters, the survey distributors almost certainly included other
variables which would allow you to compute standard errors. Check
the survey documentation. You will probably see mention of: 1)
(pseudo)stratum and (pseudo) cluster variables; or 2) "replicates"
and "replicate weights", for example "bootstrap" or "jackknife"
replicates.
Importance weights? Do not use them! See -help- for "weights".
-Steve
On Oct 14, 2008, at 4:00 PM, [email protected] wrote:
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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* http://www.ats.ucla.edu/stat/stata/
*
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* http://www.ats.ucla.edu/stat/stata/
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:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/