Re: st: proper use of aweight

[Austin Nichols <austinnichols@gmail.com>]

Carlianne Patrick <patrick.170@buckeyemail.osu.edu>:
I cannot speak to whether unreferenced "posted codes" (presumably, a
contraction of "posted code snippets" that sounds terrible to native
English speakers who also program, since code is a mass noun here) are
correct in their use, but aweights are of very general use. Their use
gives the same point estimates as other weights, fweights and
pweights, but does not inflate the overall sample size as does the use
of fweights, nor impose robust variance estimation as does the use of
pweights.  If you are unsure about how to do correct inference, in
many cases you may well be better off bootstrapping and using aweights
in each bootstrap resample.  Unless you are matching; the bootstrap is
inappropriate for matching.
See also http://www.stata-journal.com/sjpdf.html?articlenum=st0136_1

On Thu, Apr 19, 2012 at 6:21 PM, Carlianne Patrick
<patrick.170@buckeyemail.osu.edu> wrote:
> I am new to STATAlist, so please excuse any posting faux pas I may make in my initial posting(s). Also, thank you in advance for any help.
>
> I am using STATA11.2; however, my question is regarding the posted code from some published papers (and thus I don't know which version they were using). I would like to use the techniques in these papers for my analysis, but am concerned that the code isn't doing what the papers say it is doing.
>
> After reading the available STATA documentation on aweight, it appears that this particular weighting option is really only suitable when the observations are means of underlying data. However, in the posted codes it is used to accomplish one of two things:
> 1) Weight the data with lagged values of the dependent variable.
> 2) Weight "matches" by the inverse of their number or log odds ratio (specifically, in situations where multiple untreated observations are "matched" to one treated observation).
>
> I may misunderstand what aweights is doing. If not, then it appears that it is not the appropriate weighting option command to accomplish (1) or (2) if you are weighting by the log odds ratio. It seems appropriate only if you have already taken the average of the matches. Then, the average of the matches could by weighted by their number and the treated observation weighted by 1.
>
> Is this the correct interpretation?
>
> If it isn't, is there a reference that might help me understand why aweight is appropriate in these situations?

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