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st: nonparametric regression with sampling weights


From   Andaleeb Alam <andaleebjalam@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: nonparametric regression with sampling weights
Date   Wed, 17 Feb 2010 16:18:48 -0500

Hi,

I am working with Pakistan Standard Living Measurement Survey (it's a
household level survey with a two-stage stratified sample design). I am
interested in running a kernel weighted linear regression. From what I have
tried, Stata does not allow the use of analytic weights if I am using
svy:reg. What do you recommend I should do? Transform my data by my kernel
weights and then do svy:reg? I have come across papers that do non
parametric estimations using survey data so I am assumig that there must be
some stata command that lets you do this?! If there is no such Stata command
or my suggestion to transforms the data is incorrect, please recommend what
can I do?

Thanks

Andaleeb

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