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From |
mdeidda@stern.nyu.edu |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: weights panel-survey data |

Date |
Tue, 14 Oct 2008 16:00:06 -0400 |

Do you think I shoud use importance weights? thanks a lot, Manuela Steven Samuels wrote:

I had another thought. Your survey design may have included multi-stage sampling and stratification. -xtreg- cannot accommodateclusters other than panels. Within Stata you have one choice for ananalysis that accommodates weights and clusters: -gllamm-.-Steve On Oct 14, 2008, at 2:57 PM, Steven Samuels wrote:Manuela, You state you have a 3 year panel. Does this mean that eachhousehold was followed for three years or that you are examiningthree calendar years?I suggest that you give each household the weight it had for thefirst time it was selected. If all households were selected in thefirst calendar year, then the weights represent the population ofthat year. If householdsManuela, You state you have a three-year panel. Does this mean thateach household was followed for three years or that you areexamining three calendar years?I suggest that you give each household the weight it had for thefirst time it was selected. If all households were selected in thefirst calendar year, then the weights represent the population ofthat year. If households rotated in and out, they represent theyear in which they came in. The total sample then represents the"household-years" of the survey period.This is Austin Nichols's formulation. (http://www.stata.com/statalist/archive/2007-11/msg00245.html).There is a complication if you are interested in three calendaryears, say 2000 2001 2002, but some households started follow-upbefore 2000 and rotated out after 2000. Give those HH the weightfor 2000.-Steve On Oct 14, 2008, at 1:45 PM, mdeidda@stern.nyu.edu wrote:Dear Steven, the panel is unbalanced, the sampling unit is thehousehold. The survey is carried on biannually. To each household isattributed a probability weight each year...but weights are modifiedeach year in order to take into consideration changes in some knowncharacteristics of the population.thanks a lot Steven Samuels wrote:What are your panels? Do they all have three years of data? Pleasedescribe the population sampling process. How did the samplingproduce different weights between years?-Steve On Oct 14, 2008, at 12:21 PM, mdeidda@stern.nyu.edu wrote: Dear allI am estimating a 3 year panel (random effect) using survey data.To get correct estimates I should use sampling weights, but thecommand xtreg, re does not allow me to use weights...I can usextreg with the option mle, which allow me to use analytic weights.But stata requires weights to be constant within panels.Is it correct to use the weights of the last year, and assume theyare constant within panel?Or should I simply ignore weights? I really appreciate your help, Manuela * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/rotated in and out, they represent the year in which they came in.The total sample then represents the "household-years" of the surveyperiod.This was Austin Nichols's formulation. (http://www.stata.com/statalist/archive/2007-11/msg00245.html).There is a complication if you are interested in three calendaryears, say 2000 2001 2002, but some households started follow-upbefore 2000 and rotated out after 2000. Give those HH the weightfor 2000.If you are analyzing a national survey data set, the surveydesigners may have created weights for combining data from differentyears. So I also suggest that you check the survey documentation.-Steve On Oct 14, 2008, at 1:45 PM, mdeidda@stern.nyu.edu wrote:Dear Steven, the panel is unbalanced, the sampling unit is thehousehold. The survey is carried on biannually. To each householdis attributed a probability weight each year...but weights aremodified each year in order to take into consideration changes insome known characteristics of the population.thanks a lot Steven Samuels wrote:What are your panels? Do they all have three years of data?Please describe the population sampling process. How did thesampling produce different weights between years?-Steve On Oct 14, 2008, at 12:21 PM, mdeidda@stern.nyu.edu wrote:Dear allI am estimating a 3 year panel (random effect) using surveydata. To get correct estimates I should use sampling weights,but the command xtreg, re does not allow me to use weights...Ican use xtreg with the option mle, which allow me to useanalytic weights. But stata requires weights to be constantwithin panels.Is it correct to use the weights of the last year, and assumethey are constant within panel?Or should I simply ignore weights? I really appreciate your help, Manuela * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: weights panel-survey data***From:*Steven Samuels <sjhsamuels@earthlink.net>

**References**:**st: weights panel-survey data***From:*mdeidda@stern.nyu.edu

**Re: st: weights panel-survey data***From:*Steven Samuels <sjhsamuels@earthlink.net>

**Re: st: weights panel-survey data***From:*mdeidda@stern.nyu.edu

**Re: st: weights panel-survey data***From:*Steven Samuels <sjhsamuels@earthlink.net>

**Re: st: weights panel-survey data***From:*Steven Samuels <sjhsamuels@earthlink.net>

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