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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: Re: Fixed effects regressions with probability weights |

Date |
Mon, 9 Mar 2009 21:26:41 +0100 |

<> Have you considered -xtmixed-? HTH Martin _______________________

To: <statalist@hsphsun2.harvard.edu> Sent: Monday, March 09, 2009 9:22 PM Subject: st: Fixed effects regressions with probability weights

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/

* * 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: Fixed effects regressions with probability weights***From:*"Leah K. Nelson" <lknelson@ucsd.edu>

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