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st: probability weights and clogit [Stata 8]

From   "R.E. De Hoyos" <>
To   <>
Subject   st: probability weights and clogit [Stata 8]
Date   Tue, 16 Aug 2005 13:34:29 +0100


I am estimating a -clogit- model using complex survey data. While I would like to have both unbiased and efficient estimators I know that -clogit- is not part of the -svy- commands (at least in Stata 8). To get unbiased estimators though it is sufficient to account for the probability weights or "expansion factors" of the survey, however -clogit- only supports iweights and fweights. I know that aweights can be used as a substitute for pweights and still get the correct point-estimators. Is this also the case for iweghts within a -clogit- context?

On similar grounds, -clogit- includes for the cluster option (in version 8.2), if my survey is the outcome of a multiple-stage design, shall I only include the PSU as the clusters?

Many thanks,


PS. I tried sending this email by starting a new thread rather than replying to an old one, but it didn't get through.
R.E. De Hoyos
Faculty of Economics
University of Cambridge
CB3 9DE, UK *
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