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

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: pweight question |

Date |
Thu, 29 Apr 2010 20:37:12 -0400 |

I have other problems with these scaled weights. First, if they are all you have, it is difficult to identify weights that are too small. (Ken Brewer, Combined Survey Sampling Inference, Wiley, p. 133). Second, with these scaled weights one cannot recover the original ones without information on the total, and the information is not always available. In fact, for some samples, the population total isn't known and the only estimate is based on the original probability weights. Third, I wonder about the accuracy of the scaled weights. If n is moderate and the sampling fraction is small, most of the significant figures could be far to the right of the decimal place. Finally, these weights just lead to confusion on the part of people who were not in on their construction. The original poster was confused on this occasion, and I was confused on another last year. Steve On Thu, Apr 29, 2010 at 5:47 PM, Stas Kolenikov <skolenik@gmail.com> wrote: > 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. > > -- -- 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: pweight question***From:*Steven Archambault <archstevej@gmail.com>

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

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

**Re: st: pweight question***From:*Stas Kolenikov <skolenik@gmail.com>

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