Dear Vincenzo,
You can employ importance weights with the iweight option in your regression analysis. Construct an importance weight variable called, iwt,
and run the regression as follows:
regress y x [iw=iwt]
- Regards,
RY
Robert A. Yaffee, Ph.D.
Senior Research/Statistical Consultant
Statistics and Social Science Group
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----- Original Message -----
From: Vincenzo Verardi <[email protected]>
Date: Tuesday, January 13, 2004 10:45 am
Subject: st: weighted regression
> Dear stata users,
>
> I have a fairly easy question but I did not manage to find the
> solution. I
> want to regress a variable on another one but I do not want to
> give the same
> importance to all my points. For example, let's immagine I have:
>
> y | x
> --------
> 1 | 2
> 2 | 4
> 3 | 6
>
> To make a standard OLS, I would type reg y x.
>
> Now, I want to give a much higher importance to the last point
> than to the
> others. For example I want to weight the first two points by 1 and
> the last
> by 1.4. This should be done, for example, because of a non
> representative
> sample where an individual (or a group of individuals) has been
> clearly
> under-represented.
>
> Does anyone know how to do it?
>
> Thank for your help
>
> Reards
>
> VIncenzo
>
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