Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: How to "manually" weight data within quantile regression models

From   "Steven Hanke" <>
To   <>
Subject   st: How to "manually" weight data within quantile regression models
Date   Fri, 20 Aug 2010 18:59:59 -0400

Dear Statausers,

I am working with data that needs to be weighted due to my stratified sampling technique.  Generally, pweight appears to be appropriate in this situation.  Unfortunately, pweight does not work within quantile regression models.  

I looked through prior Statalist postings and noticed that it was suggested in 2006 to weight the data "manually."  I know that pweight weights the data by the inverse of the probability of being sampled.  I have been able to therefore calculate the necessary weight.  Unfortunately, I have reviewed several sources (including the STATA reference manual and user guide) and have been unable to actually determine the mechanics of how to actually use this weight.

As such, I would be extremely grateful if someone could please provide me with citations of sources that discuss how to actually implement the manual weighting of the data.  

Thank you,

Steven Hanke
Indiana University Purdue University - Fort Wayne

*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index