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st: How to combine clad with clusters and weights?


From   "Jossi Steen-Knudsen" <[email protected]>
To   <[email protected]>
Subject   st: How to combine clad with clusters and weights?
Date   Tue, 12 Feb 2013 13:00:49 +0100

Hi there,

Does anyone know whether the user-written command for censored quantile regressions -clad- can be used in combination with sampling weights (pweights)?

Can I somehow just multiply the weights if no option is available?

Also, the data are in clusters, so is there any way to tell -clad- that standard errors should take account of clustering?

For other regressions than -clad- I use the svyset-setup, which in my case is defined as:

svyset vid [pweight=weightlong], fpc(one) || _n, strata(strataID) fpc(ssrlong) singleunit(scaled)

In other words, it is the above framework I somehow would like to implement in a censored quantile regression.

Any help on weights or clusters would be highly appreciated.

Jossi   

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