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Re: st: RE: non-constant Frequency weights


From   Stephen O Neill <[email protected]>
To   [email protected]
Subject   Re: st: RE: non-constant Frequency weights
Date   Tue, 26 Oct 2010 13:34:12 -0700 (PDT)

Hi Steve,
My data is from a survey which contains weights representing the number of 
inidividuals in the population represented by each sample observation. However 
in differnt years this frequency weight is different i.e. the number of 
population individuals the sample observation represents changes from year to 
year.
Hope this clarifies,
Stephen



----- Original Message ----
From: Steven Samuels <[email protected]>
To: [email protected]
Sent: Tue, October 26, 2010 7:40:47 PM
Subject: Re: st: RE: non-constant Frequency weights


Stephen O Neill:

Off-topic, but I'm curious:  How can you have repeated identical observations on 
one individual at a single time point, which is what a frequency weight>1 would 
imply?

Steve
[email protected]


On Oct 26, 2010, at 2:28 PM, Nick Cox wrote:

Fair enough. Now you have a specific question, to which I don't know the answer; 
but someone else may have specific advice.

Nick
[email protected]

Stephen O Neill

When I try to run - xtreg,fe - I get the error message "weight must be constant
within ID", where ID is my unique identifier for each individual and is constant
for an individual over time. I also wanteed to use the user written - xtabond2 -
or some other dynamic model but it appears that weights can't be used with
these.

Nick Cox <[email protected]>

I don't see the connections between these statements. A variable containing
frequency weights can vary between observations, in this instance within panels
as well as between panels, so that is not a problem in itself.

Perhaps some particular procedures have more restricted assumptions, but you
don't say what they are.

Stephen O Neill

I am using unbalanced panel data which contains a frequency weight each year.
However the weight is not constant through time with the result that I cannot
weight the data using - [fweight = weight] - . I was just wondering if there is
a simple work around?


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