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Re: st: How can I do a weighted logit?


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How can I do a weighted logit?
Date   Wed, 30 Jul 2008 01:58:17 +0100 (BST)

Stata knows different types of weights. Most often people should use
either pweights or fweights, aweights are only appropriate in very
specialized situations. See: section 11.1.6 in the User's guide for
more. -logit- allows for fweights and pweights (and iweights).

-- Maarten

--- L S <lts40301@gmail.com> wrote:
> 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?


-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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