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From |
"Leah K. Nelson" <lknelson@ucsd.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Fixed effects regressions with probability weights |

Date |
Mon, 9 Mar 2009 13:22:26 -0700 (PDT) |

I currently trying to run a regression with fixed effects using probability weights. The data is in a cross section. The unit of observation is household, and I am running fixed effects at the village level. Sampling (probability) weights are assigned at the household level. When I use the command xtreg y x [pw=weight_household], fe i(village) I get an error that says probability weights must be constant within each village. Is this a limitation of Stata, or is there an underlying econometric issue with using household-level probability weights and village-level fixed effects? If this is simply a Stata issue, is there a way to get around this restriction using the xtreg command? I have already constructed village dummy variables and run the regression including the dummy variables as follows: xi i.village reg y x _I* [pw=weight_household] but I want to make sure that this method (including the fixed effects at the village-level and the probability weights at the household-level) does not yield biased or inconsistent estimates. Does anyone have any insight on this? * * 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: Fixed effects regressions with probability weights***From:*Austin Nichols <austinnichols@gmail.com>

**st: Re: Fixed effects regressions with probability weights***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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