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Re: st: How to "manually" weight data within quantile regression models
From
Stas Kolenikov <[email protected]>
To
[email protected]
Subject
Re: st: How to "manually" weight data within quantile regression models
Date
Sun, 22 Aug 2010 22:59:28 -0500
Note that you need to bootstrap complex survey data in special ways.
See http://stata-journal.com/article.html?article=st0187. Quantile
regressions for finite populations probably have very weird
interpretations (e.g., there is no conditional distribution to talk
about for a continuous regressor, only for categorical ones), and you
need to make sure you understand whether you are working towards the
finite population inference target, or towards the
superpopulation/model inference target.
On Fri, Aug 20, 2010 at 5:59 PM, Steven Hanke <[email protected]> wrote:
> Dear Statausers,
>
>
> I am working with data that needs to be weighted due to my stratified sampling technique. Generally, pweight appears to be appropriate in this situation. Unfortunately, pweight does not work within quantile regression models.
>
>
> I looked through prior Statalist postings and noticed that it was suggested in 2006 to weight the data "manually." I know that pweight weights the data by the inverse of the probability of being sampled. I have been able to therefore calculate the necessary weight. Unfortunately, I have reviewed several sources (including the STATA reference manual and user guide) and have been unable to actually determine the mechanics of how to actually use this weight.
>
>
> As such, I would be extremely grateful if someone could please provide me with citations of sources that discuss how to actually implement the manual weighting of the data.
>
>
> Thank you,
>
>
> Steven Hanke
> Indiana University Purdue University - Fort Wayne
>
>
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>
--
Stas Kolenikov, also found at http://stas.kolenikov.name
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