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


From   ymarchenko@stata.com (Yulia Marchenko, StataCorp LP)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How can I do a weighted logit?
Date   Wed, 30 Jul 2008 15:21:27 -0500

"L S" <lts40301@gmail.com> asked about using analytic weights with logit
regression:

> 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]

Analytic weights, -aweights-, are used to represent the cell-means data and,
thus, do not have meaningful interpretation with binary-response data.  As
Maarten mentioned, only -fweights-, -iweights-, and -pweigths- may be used
with -logit-.  Although never documented, -aweights- were allowed with -logit-
prior to Stata's version 9.1, at which time they were removed because of their
noninterpretability.


-- Yulia
ymarchenko@stata.com
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