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st: Standard deviation with pweight or fweight
From
Alexandra Gecker <[email protected]>
To
[email protected]
Subject
st: Standard deviation with pweight or fweight
Date
Mon, 26 Mar 2012 20:29:32 -0400
Hi, all, I hope you are well.
I have a dataset in which each observation is a school i in a year t.
Each observation includes a dependent variable "y_it" and several
covariates "x_it" as well as information on the total school
enrollment. In essence, I want to regress y_it on x1_it, x2_it, x3_it
-- but I want to do so weighting each school by the enrollment. So at
first I thought I would use [fweight=school], but that created a huge
number of observations and therefore very "over-confident" p-values.
So now I have two questions:
(1) if I use fweight, can I ensure correct standard deviations and
p-values by using the option vce(cluster school)? and (2) if not,
could I use pweight=p_it, where p_it is just the (enrollment in school
i in year t)/(total enrollment across all schools in year t)?
Thank you so much for your consideration.
Best,
Alex
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