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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 17:02:32 -0400 |

thanks a lot! Manuela Steven Samuels wrote:

Manuela, If the public-use data does not identify the originalclusters, the survey distributors almost certainly included othervariables which would allow you to compute standard errors. Checkthe survey documentation. You will probably see mention of: 1)(pseudo)stratum and (pseudo) cluster variables; or 2) "replicates"and "replicate weights", for example "bootstrap" or "jackknife"replicates.Importance weights? Do not use them! See -help- for "weights". -Steve On Oct 14, 2008, at 4:00 PM, mdeidda@stern.nyu.edu wrote:Dear Steve, thanks a lot...actually data are clustered by province,but this information is not available to the public.By the way I have discovered that many of the commands I am usingin Stata only allow importance weights. I have read that usingimportance weights is not useful to provide a correctestimation...do you agree with that? I am a little bit confused, Itried to do the same regression using probability weights andimportance weights, and the coefficient estimates are the same, butthe number of observations and the standard error is different.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 foran analysis 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 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 inthe first calendar year, then the weights represent thepopulation of that year. If householdsManuela, You state you have a three-year panel. Does this meanthat each 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 inthe first calendar year, then the weights represent thepopulation of that year. If households rotated in and out, theyrepresent the year in which they came in. The total sample thenrepresents 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 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/rotated in and out, they represent the year in which they camein. The total sample then represents the "household-years" ofthe survey period.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 fromdifferent years. So I also suggest that you check the surveydocumentation.-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 eachhousehold is attributed a probability weight each year...butweights are modified each year in order to take intoconsideration changes in some known characteristics of thepopulation.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 useweights...I can use xtreg with the option mle, which allow meto use analytic weights. But stata requires weights to beconstant within 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/

**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>

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

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

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