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

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Wed, 11 Mar 2009 15:51:26 -0400 |

Leah K. Nelson <lknelson@ucsd.edu>: You can just run -logit- with dummies for each village and cluster(village)--see e.g. http://www.stata.com/statalist/archive/2007-10/msg01008.html In general, using fixed effects does not automatically imply clustered SEs, but using -xtreg, fe- with -robust- now does (as of update 25feb2008; see http://www.stata.com/help.cgi?whatsnew for details). On Wed, Mar 11, 2009 at 3:21 PM, Leah K. Nelson <lknelson@ucsd.edu> wrote: > 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/

**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>

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

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