st: Use or don't use weights for combined cross-country observations in multi-level model

[Melanie Kolbe <mkolbe@uga.edu>]

Dear Statalist-experts,

after researching different opinions on the topic, I am still at a loss whether I should use weights or not for my model. I am interested whether being in the social group of interest (in comparison to everyone who is not)  affects their response to specific items from the survey I use. My observations are drawn from several EU countries as one country usually does not have enough respondents of the group of interest surveyed and I am also interested in the effects of country-level variables on the responses. So I am not comparing across countries, but just want to run a multi-level model in order to find out whether being in the group of interest affects the response option significantly or not. I use standard control variable such as gender, age, education, political alignment and so on in the regression. 
I have read that for regressions the use of weights can be messy and I am not sure that what I am doing requires weights at all. If anyone could give me a second or third opinion on that I would be grateful.

Thanks a lot.














*
*   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/