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

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Wed, 11 Mar 2009 12:21:04 -0700 (PDT) |

Thanks to both Austin and Martin for their suggestions. As it turns out, the outcome I am considering is binary. Any thoughts on conditional logit-type estimation in which the probability weights vary within groups (villages)? Also, in general does using fixed effects estimation automatically cluster at the level of the fixed effect? > 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/ > * * 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>

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

**Re: st: Fixed effects regressions with probability weights***From:*Austin Nichols <austinnichols@gmail.com>

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