[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Austin Nichols <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Tue, 10 Mar 2009 12:18:20 -0400 |

Leah K. Nelson <lknelson@ucsd.edu>: You can switch to -areg- which allows pweights that vary within village, and produces identical results to using -regress- and including a dummy for each village (but one). How many villages are there? You may want to cluster at the village level: areg y x [pw=weight_household], a(village) cl(village) On Mon, Mar 9, 2009 at 4:22 PM, Leah K. Nelson <lknelson@ucsd.edu> wrote: > 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:*"Leah K. Nelson" <lknelson@ucsd.edu>

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

- Prev by Date:
**Re: st: How to calculate a new variable (interaction term) in ml model** - Next by Date:
**RE: st: corcor** - Previous by thread:
**st: Re: Fixed effects regressions with probability weights** - Next by thread:
**Re: st: Fixed effects regressions with probability weights** - Index(es):

© Copyright 1996–2016 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |