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Re: st: Standard deviation with pweight or fweight


From   Nick Cox <[email protected]>
To   [email protected]
Subject   Re: st: Standard deviation with pweight or fweight
Date   Tue, 27 Mar 2012 01:33:35 +0100

You don't say what command you are using.

It sounds as if you want aweights. Your data are on schools, not
students as such.

Nick

On Tue, Mar 27, 2012 at 1:29 AM, Alexandra Gecker <[email protected]> wrote:

> 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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