[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

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

From   Maarten buis <>
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 <> 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

Not happy with your email address?.
Get the one you really want - millions of new email addresses available now at Yahoo!
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index