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st: iweight (iw) behaves differently between ver. 10.1 and 11


From   Bradley Fedy <fedyb@usgs.gov>
To   statalist@hsphsun2.harvard.edu
Subject   st: iweight (iw) behaves differently between ver. 10.1 and 11
Date   Thu, 19 Aug 2010 10:30:38 -0600

I am using iweights to adjust the "importance" of observations in STATA
10.1 using the logit function.  I sent the data and code to a colleague who
is working in STATA ver. 11.  The coefficient estimates from our models are
the same.  However, any metric based on likelihood (e.g. AIC, BIC) is
different.  It appears that ver 10.1 is "down weighting" observations as
specified and thus calculating BIC based on a smaller sample size, but ver.
11 is not.  Can anyone explain change between the two versions?

Example code:

logit y x1 x1 [iw=weight]
estat ic

Thanks,
Brad

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