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Re: st: xtnbreg with weights


From   "Jesper B. Sorensen" <sorensen@MIT.EDU>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtnbreg with weights
Date   Thu, 12 Dec 2002 10:59:44 -0500

At 12:20 PM 12/11/2002 -0800, you wrote:
Hello,

We've been using the xtnbreg command to look at some crime data.  Our unit
of analysis is city*day.  Some cities are much larger than others, however,
so we would like to perform a specification in which we weight the cities by
population.  We would typically do this with the pweight option, but this is
unavailable.  iweights are  possible but the standard errors are grossly
incorrect.  What can be done to compute the correct standard errors when
using the iweight option?
I guess I wouldn't think of this as a weighting issue so much as an exposure issue. You have an incidence rate of crime that you are trying to model, but you observe counts of crimes, which depend on the size of the population that is exposed to the incidence rate. See for example the discussion of the exposure option in the manual discussion of _poisson_.

//Jesper




Thanks,
Lars




Lars Lefgren
Assistant Professor
Economics Department
Brigham Young University
130 FOB
Provo, UT 84602-2363
(801) 422-5169



Lars Lefgren
Assistant Professor
Economics Department
Brigham Young University
130 FOB
Provo, UT 84602-2363
(801) 422-5169

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~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
Jesper B. Sørensen
Richard S. Leghorn (1939) Associate Professor of Strategic Management
Sloan School of Management
Massachusetts Institute of Technology
E52-581
Cambridge, MA 02142
http://web.mit.edu/sorensen/www/
(617) 253 7945  -- voice
(617) 253 2660  -- fax

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