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From |
Steve Samuels <sjsamuels@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: how to do fixed effects with weights? (problem using svy: with xtreg, fe) |

Date |
Mon, 12 Apr 2010 11:38:29 -0400 |

"ah2574" Here is my suggestion applied to -reg- with the nhanes example jackknife data used in the Manual. Note the statement for creating jackknife differences. I use a constant 0.5 because in this data set there were 31 pseudo strata and 2 PSUs in each(page 164, Stata 11 Survey Manual). I presume that the proper multiplier for your data is 1.0, as suggested by your consultant. While this works, I wouldn't want to use it for a complete analysis. Stas's suggestion is really the way to go. By the way, real names are welcome in Statalist. Steve **************************CODE BEGINS************************** capture log close log using pjack, replace text use http://www.stata-press.com/data/r11/nhanes2jknife, clear svyset svy jackknife slope = _b[height], nodots: regress weight height *************************************************************** * Hand calculations of jackknife follow *************************************************************** tempname memhold postfile `memhold' b_height using results, replace quietly forvalues j = 1/62 { reg weight height [pw= jkw_`j'] post `memhold' (_b[height]) } postclose `memhold' use results, clear ds foreach v in `r(varlist)'{ sum `v', meanonly gen m`v'=r(mean) gen t`v' = 0.5*(`v' - m`v')^2 // CHECK MULTIPLIER egen se_`v' = total(t`v') replace se_`v' =sqrt(se_`v') } list se_* in 1 log close ***************************CODE ENDS*************************** On Mon, Apr 12, 2010 at 12:46 AM, Stas Kolenikov <skolenik@gmail.com> wrote: > In fact, -xtreg- satisfies the Stata's internal requirements needed > for -vce(jackknife)- that -if- conditions and [pweights] be accepted > and processed by the command, and the results be returned in e(b) and > e(V) matrices (plus a little bit of extra details; see -help program > properties-). So at your own risk you can write a very simple wrapper > like this: > > program define myxtreg, eclass properties( svyj ) > > * transfer the whole call to -xtreg- > xtreg `0' > > * pretend we wrote a full fledge estimator here > ereturn local cmd myxtreg > > end > > and try running your -svy, vce( jackknife ): myxtreg whatever- command > with it. This eliminates the need to do the jackknife "by hand" as > Steve S suggested, and if it does work, it will produce correct > results (it falls short of a proper Stata estimation command in a > number of ways, but I don't know whether that will be a problem since > you only need it for a specific purpose and won't distribute as an > estimation command that somebody else could use). This is a different > workaround than Steve's, that's all -- you'd HAVE TO write some > specialized code to make it work, and I would rather try to squeeze an > estimator into the existing -svy- paradigm than to write my own cycles > to process the jackknife weights. > > Another issue that might bite you is that you might come across > weights that change from wave to wave for the same student. -xtreg- > will issue an error message, and that is the most reasonable behavior > in this situation. > > On Sun, Apr 11, 2010 at 2:43 PM, <ah2574@columbia.edu> wrote: >> I am analyzing longitudinal data on children's educational achievement using >> the "xtreg, fe" command. My challenge is that I can't seem to weight the >> data with the "svy:" command when running a fixed effects model. I am >> working with Early Childhood Longitudinal Study-Kindergarten Cohort data >> from the National Center for Education Statistics; the study employed a >> multistage probability sample design (with three stages). >> >> As advised by a technical consultant at the American Institutes for >> Reserach, I am currently "survey setting" the data using replicate weights >> as follows: >> svyset [pweight=c1_5fp0], jkrweight( c1_5fp1-c1_5fp90, multiplier(1)) >> >> I then attempted to run the fixed effects model with this syntax: >> svy jacknife: xtreg ztime incneed married momwork numchild, i(childid2) fe >> >> I receive the following error message: >> xtreg is not supported by svy with vce(jackknife) -- Steven Samuels sjsamuels@gmail.com 18 Cantine's Island Saugerties NY 12477 USA Voice: 845-246-0774 Fax: 206-202-4783 * * 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: how to do fixed effects with weights? (problem using svy: with xtreg, fe)***From:*Steve Samuels <sjsamuels@gmail.com>

**References**:**st: how to do fixed effects with weights? (problem using svy: with xtreg, fe)***From:*ah2574@columbia.edu

**Re: st: how to do fixed effects with weights? (problem using svy: with xtreg, fe)***From:*Stas Kolenikov <skolenik@gmail.com>

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