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

 From Steve Samuels To statalist@hsphsun2.harvard.edu Subject Re: st: how to do fixed effects with weights? (problem using svy: with xtreg, fe) Date Wed, 14 Apr 2010 13:40:38 -0400

``` You will have to substitute -xtreg- and its options in two places, as
indicated by the comment boxes.    This will have to do until somebody
writes a program wrapper for -xtreg-; that is beyond my skills, I'm
afraid.

The first command should run with [pweight=c1_5fp00] weight variable.
In the second, the  option should be:  [pw= c1_5fp `j']

Steve

**************************CODE BEGINS**************************
capture log close
set more off
log using t06, replace text

set linesize 100
use http://www.stata-press.com/data/r11/nhanes2jknife, clear
***************************************************************
* Set up options in next four lines
***************************************************************
local  nreps 62   //jackknife replicates
local  dof   31    //degrees of freedom
local  multiplier 0.5
local  yvar  "weight"            //outcome
local  xvars "height hgb"      //predictor list

***************************************************************
* Insert your command after this, with options
***************************************************************
regress `yvar' `xvars' [pw=finalwgt]

tempfile t1
save `t1'
clear
set obs 1
matrix b= e(b)
matrix colnames  b = `xvars'  cons
svmat b, names(col)
xpose, clear varname
rename v1 coeff
rename _varname vname
order vname coeff

tempfile t2
save `t2'

use `t1', clear
tempname memhold
local xvars=  "`xvars'"
local zvars = "`xvars'" + " _cons"

postfile `memhold' `zvars' using results, replace
local k=  wordcount("`zvars'")

local postv = ""
forvalues j= 1/`k'{
local postv = "`postv'" + " (_b["+word("`zvars'",`j')+"])"
}

quietly forvalues j  = 1/`nreps'{
***************************************************************
** Second version of command
***************************************************************
reg `yvar' `xvars' [pw= jkw_`j']
post `memhold'  `postv'
}
postclose `memhold'

use results, clear
rename _cons cons
ds
foreach v in `r(varlist)'{
sum `v', meanonly
gen double m_`v'=r(mean)   //mean
gen double  t`v' = `multiplier'*(`v' - m_`v')^2   //
egen double se_`v' = total(t`v')
replace se_`v' =sqrt(se_`v')
drop t`v'
}
keep in 1
drop `xvars' cons
tempfile t3
save `t3'
keep m_*
renpfix m_

order `xvars' cons
xpose , varname clear
rename v1 jkcoeff
order _varname
rename _varname vname
tempfile t4
save `t4'

use `t3',clear
keep se_*
renpfix se_
order `xvars' cons
xpose, varname clear
order _varname
rename v1 stderr
rename _varname vname
gen rnum=_n
mmerge vname using `t4'

drop _merge
mmerge vname using `t2'
drop _merge
sort rnum
drop rnum
order vname coeff jkcoeff stderr
gen bound = invttail(`dof',0.025)*stderr
di `bound'
gen t= coeff/stderr
gen pvalue = 2*ttail(`dof',abs(t))
gen llim_95 = coeff-bound
gen ulim_95 = coeff +bound
format pvalue %5.3f

list vname coeff stderr t pvalue llim_95 ulim_95
save results2, replace
log close
***************************CODE ENDS***************************

On Wed, Apr 14, 2010 at 9:44 AM, Aleksandra Holod <ah2574@columbia.edu> wrote:
> Thank you, Steve and Stas, for your responses to my statalist post.
> Per your inquiry, my name is Aleksandra Holod and I am doctoral
> student at Columbia.  I had to send my post from an unconfigured
> university e-mail account called "ah2574" because I subscribed with
>
> On Mon, Apr 12, 2010 at 11:38 AM, Steve Samuels <sjsamuels@gmail.com> wrote:
>> "ah2574"
>>>>
>>> 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
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```