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Re: st: ranking with weights

From   Steven Samuels <>
Subject   Re: st: ranking with weights
Date   Tue, 2 Dec 2008 16:16:59 -0500

Cindy-- The weights are not likely to be frequency weights (fweights) --they are probability weights (pweights), possibly post-stratified. If they are whole numbers than someone has rounded them. You till haven't answered the question: why do you want to rank the households? Quantities calculated in samples are estimates of population quantities. What population quantities are you trying to estimate with the ranks? If you are trying to estimate percentiles, the -pctile- command will take pweights.


On Dec 2, 2008, at 2:16 PM, Cindy Gao wrote:

Thanks for your reply.

The observations (analytic units) are households. Expenditure is the monthly expenditure of household. This is household survey data. The weights are frequency weights, to weight the sample to the whole country. The weights are likely to vary across for example regions, to compensate for oversampling or undersampling.

Basically I need to rank all households according to their expenditure, from lowest to highest. But, I must take account of the weightings. If for example there are 2 households with the same expenditure, they must be ranked the same and this rank must take account of weightings. If there were no ties (households with same expenditure), I could achieve mission by generating a variable "rank", like -g rank=sum(weight)-. The problem comes because of ties. If i could -expand- my dataset using weights, then i could simply say -egen rank =rank(expenditure)- ; the problem is that dataset is too large for this.

---- Original Message ----
From: Steven Samuels <>

Cindy, What are the analytic units (people? regions?). What are the "weights"? What is "expenditure"? How is it measured. What do you mean that some regions are "less sampled" than others. It's not clear, for example, if this is a sample, and if so, of what? So, please describe the study design in detail. Last question: what is the purpose of the ranking?

-On Dec 2, 2008, at 12:54 PM, Cindy Gao wrote:

I am trying to find a way to rank weighted data (since the egen function -rank- does not work with weights). A simple way would be order the data in terms of variable that I have interest in (monthly expenditure) and then create a new variable like -g rank1=sum(weight)-. But, there is problem. Some of my observations are "tied" as they have the same level of expenditure. Using the simple method I mention means that some observations are ranked above others even though they have same level of expenditure. This is a problem as the weights are large so you find that 2 observations are ranked with bug gap in between even though same level of expenditure. It is even bigger problem because the weights might be correlated with some other variables I am interested in (like region, since some regions are less sampled than other). I also try multiplying the expenditure ranking by the weight, but this gives wrong results (for example they do not add up to weighted total). Can anyone help? In other words, I would like for all observations with same expenditure to have same rank, which I assume would be some average of all the weighted observations having that same expenditure.. I include a sample dataset below:

expenditure weighting rank rank1 weighted_rank 10 341 1 341 341
12                          1065          2.5        1406         ???
12                          98             2.5        1504
15                          254            4          1758
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