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RE: st: Statsby and weights
At 19:28 25/03/04 +0000, Nick Cox wrote(in reply to Jeff Pitblado's reply
to Dale Plummer):
I think I now know why I wasn't tempted to introduce a "parsing engine" for
-parmby-, which is like -statsby-, but only works with estimation commands,
and generates an output data set with one observation per parameter per
by-group, instead of an output data set with one observation per by-group.
In the case of frequency weights, a prior
=expand- is presumably another possibility.
Of course, this changes your dataset, but
since -statsby- is going to change it too, that
itself is secondary. More importantly, the
dataset might become very large; and even
more importantly, this technique doesn't
help with non-frequency weights. I guess
Jeff may be able to think of other disadvantages.
One price of not using a parsing engine is that occurrences of _n and _N,
in expressions passed to the command, are interpreted in terms of the order
of an observation within its by-group, not in terms of the order of the
observation in the whole data set. However, I don't know if that is a good
thing or a bad thing, and StataCorp didn't seem too sure either when I
raised this issue on Statalist on 5 August 2003. (My email is on the public
and Ken Higbee later replied to me privately on 13 August 2003, but,
understandably, such a minor issue seemed to get deprioritised, with the
result that I still do not know the party line on _n, _N and by-groups.)
PS The -parmby- command is part of the -parmest- package, downloadable from
> -----Original Message-----
> From: firstname.lastname@example.org
> [mailto:email@example.com]On Behalf Of
> Jeff Pitblado,
> StataCorp LP
> Sent: 25 March 2004 19:08
> To: firstname.lastname@example.org
> Subject: Re: st: Statsby and weights
> Dale Plummer <email@example.com> asks about using
> weights with
> > I may have overlooked something obvious, but I cannot see why the
> > statsby command will not allow weights in the commands it
> is executing.
> > Would someone please explain this?
> There really isn't a good reason for this. From a
> development point of view,
> -statsby- uses the same parsing engine as -bootstrap-,
> -jknife-, -simulate-,
> and -permute-; some of which require careful consideration
> (and new code) to
> handle weights.
> There are ways around this. The long way is to set up
> -postfile- and use
> -post- within a -forvalues- loop. This requires a decent
> amount of coding to
> reproduce some of the features of -statsby-.
> The short way, involves tricking -statsby-. I generally
> would warn users
> against trying to "trick" a command to do something that a
> developer purposely
> tried to prevent, but this is one of those special cases.
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