st: weights and pooling question

[Ladislav Kozak <ladislav.kozak@sociology.ox.ac.uk>]

Thank you for reading my message and any advice you may provide.

Weights and data pooling.

I am doing linear regression analysis with three waves (H, M, and R)
of the British Household Panel Survey.  I am pooling the data to
increase the sample size and the waves are NOT independent (the waves
have some observations for the same people).  However, I am not sure
which or even whether to use weights. A problem, perhaps there are
others, is that wave H only includes England while M and R include all
of the United Kingdom.  Is there a way to set three different weights
after "regress" in Stata or should I just combine the three different
weights into one new variable and use that in the analysis or should I
just not use any weights?

There is a BHPS manual which includes an extensive section about
weights but does not cover this issue.
http://www.iser.essex.ac.uk/bhps/documentation/pdf_versions/volumes/bhpsvola.pdf

I also read on a very old posting on a BHPS user group that weights
may not be necessary (page 12), however, I am not sure if this applies
to my case.
http://www.iser.essex.ac.uk/files/bhps/group/meetings/prevmeets/usergroup2001.ppt


I am a relative novice and so any help is deeply appreciated.

all my best,
Ladislav
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