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st: Re: Questions on weights on regressions


From   "Michael Blasnik" <[email protected]>
To   <[email protected]>
Subject   st: Re: Questions on weights on regressions
Date   Tue, 15 Nov 2005 19:40:44 -0500

I think I can answer your first question -- you did not reproduce the aweight results because you also need to multiply the constant by the weight (create a new variable and then use the nocons option).

Michael Blasnik
[email protected]


----- Original Message ----- From: "Tak-wai Chau" <[email protected]>

Since I cannot get a reply on this, I would like to post it again to see if anyone can help. Thanks!

I have two questions about the use of weights in regression.

First, I have a question about using aweight in regression. As I understand from this:
http://www.stata.com/support/faqs/stat/crc36.html
The (slope) coefficients and se estimates of regression using aweights (=n) and those of regression with variables transformed by multiplying sqrt(n) are the same. However, what I have got is not the same. Maybe I have misunderstood the above page. If so, how and why?

I have attached the codes and results at the end of the mail.

<snip>
Regards,
Tak Wai

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