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st: Categorical variable models - weight option

From   Leonor Saravia <>
Subject   st: Categorical variable models - weight option
Date   Tue, 27 Jul 2010 15:20:59 -0400

Dear Statalisters,

Currently, I am working with social protection database, with which I
have estimate different models, like OLS and 2SLS. Ussualy, when I run
these kind of models I use the analytic weights ('aweight') to expand
the sample to the population estimates. Now, I am performing
categorical variable models: logit, probit, multinomial logit and
multinomial probit, but when I try to use the 'aweight' option on the
probit or logit estimation, Stata brings this error: "aweight not
allow". However, when I run the mlogit or mprobit (usig Stata 10), the
regression runs well.

I think that the option in this kind of models is to use the 'pweight'
option, but I do not know if this is correct or if it is a better
option not to use weights . I would greatly appreciate your
suggestions and advice on applying the "weight" option.

Kind regards,

Leonor Saravia
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