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st: -xt- weighting

From   "Clive Nicholas" <>
Subject   st: -xt- weighting
Date   Wed, 17 Dec 2003 02:51:30 -0000 (GMT)


Quick Q about -weights-.

In running -xtregar- models, I want to include a weight = (1/prob), where
prob denotes the probability of _i_ being selected for inclusion in each

. sum weight

    Variable |       Obs        Mean    Std. Dev.       Min        Max
      weight |      3457    .9997022    .0421402    .914787   1.092308

The Ns are grouped in panels of 6.

Now -pweight- is the natural candidate for use here, but since all -xt-
commands disallow the use of -[pw=...]- and -[iw=...]- and will not allow
-[fw=...]- since my weight includes noninteger values, could anybody on
the list tell me whether it is sensible to use -[aw=...]- purely on a
'last man standing' basis?

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