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Re: st: autocorrelated panel data with pweights


From   Mike Perry <m5552k@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: autocorrelated panel data with pweights
Date   Thu, 1 Jul 2010 14:32:09 -0700

Thank you for that suggestion.  It's very close to what I need, but in
the context I'm working, I can't justify the assumptions for the "pa"
option.  I need to be able to use fixed effects.  I'm guessing that
this is a difficult problem since many Stata commands come close to
what I want, but none that I've seen actually do it.

Mike

On Thu, Jul 1, 2010 at 2:07 PM, Steve Samuels <sjsamuels@gmail.com> wrote:
> How about:
>
> **********************CODE BEGINS****
> webuse nlswork
> xtreg ln_w grade [pweight=birth_yr], pa corr(ar)
> **********************CODE ENDS****
>
> Steve
>
>  On Thu, Jul 1, 2010 at 4:24 PM, Mike Perry <m5552k@gmail.com> wrote:
>> I would like to be able to run a panel regression that corrects for
>> autocorrelation within panels and allows the use of pweights.
>> Essentially, I would like either something like xtregar, but with the
>> ability to use pweights, or else a survey command that corrects for
>> autocorrelation.  Does anyone know of such a command in Stata?  If not
>> Stata, does anyone know of any command like that in SAS, SPSS or R?
>> Also, is there an easy way to sum up why xtregar can handle fweights,
>> but not pweights?
>>
>> thanks much,
>> Mike
>> *
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>>
>
>
>
> --
> Steven Samuels
> sjsamuels@gmail.com
> 18 Cantine's Island
> Saugerties NY 12477
> USA
> Voice: 845-246-0774
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>
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>

*
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