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From |
Stas Kolenikov <skolenik@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: pweight question |

Date |
Thu, 29 Apr 2010 16:47:37 -0500 |

On Thu, Apr 29, 2010 at 3:03 PM, Michael I. Lichter <mlichter@buffalo.edu> wrote: > The scale of the weights (what they sum to) doesn't tell you whether or not > they are pweights. That's not quite right. Properly scaled probability weights should sum up to the population size. This however is only relevant when you estimate -total-s. If you run pretty much any other analysis (means, ratios, proportions, any sort of regressions), then the scale of the weights cancels out. I would grind my teeth at the pweights that are scaled to the sample size, and maybe make some mental comments about the data provider, but won't be bothered very much by this nuisance. The scaling of the weights begins to matter again with multilevel data, in which the scaling is known to affect the accuracy of the variance component estimates. -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * 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: pweight question***From:*Steve Samuels <sjsamuels@gmail.com>

**References**:**st: pweight question***From:*Steven Archambault <archstevej@gmail.com>

**Re: st: pweight question***From:*"Michael I. Lichter" <mlichter@buffalo.edu>

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