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st: logit fixed effects models with weights


From   "Christina Gibson-Davis" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: logit fixed effects models with weights
Date   Wed, 5 May 2010 10:48:43 -0400

Hi,
I am trying to estimate a logit fixed effects models with weights.  -xtlogit-  does not support either fweights or pweights.  I am working with a dataset with more than 18,000 individuals, so it is not possible to include a dummy var for each individual. -clogit- supports weights, but they must be constant within group, and my weights vary at the individual level.   My outcome is binary so -areg- will not work. 

Are there any suggestions as to how to estimate this model?

Many thanks in advance.

Christina

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Christina Gibson-Davis
Sanford School of Public Policy
Duke University
PO Box 90245
Durham, NC 27713
(919) 613-7364

Facts are stubborn things, but statistics are more pliable. 
-- Mark Twain

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