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st: How can I do a weighted logit?


From   "L S" <lts40301@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: How can I do a weighted logit?
Date   Tue, 29 Jul 2008 17:40:55 -0700

Dear STATA List,

I am trying to run a weighted logit regression in STATA.

It is easy to notice that weights are not allowed by the basic logit
command (STATA gives the error 'aweight not allowed').  I have been
told about the possibility of referring to a past version of STATA
which supports aweights:

version 9.0
logit y x [aw=w]

I am somewhat suspect though that the estimates produced by the above
program are accurate.  For example, if the weights are chosen as to
correct for bias from a choice-based sample, so that there is a
different weight for y=1 and for y=0, the estimates of the weighted
and unweighted unweighted logit should be the same except for the
intercept term.  STATA does not seem to be producing this result.

Should the above weighted logit be correct?  If not, how can I do one correctly?

Thank you very much.
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