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


From   Steve Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How to "manually" weight data within quantile regression models
Date   Sun, 22 Aug 2010 00:05:31 -0400

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Apparently the first line of my response was cut from the official
list  Here is the original for the source that I quoted:

See: http://www.stata.com/statalist/archive/2010-06/msg01417.html

On Sat, Aug 21, 2010 at 11:23 PM, Steve Samuels <sjsamuels@gmail.com> wrote:
> See: http://statalist.1588530.n2.nabble.com/Quantile-regression-and-weights-td5223401.html.
>
> Steve
>
> Steven Samuels
> sjsamuels@gmail.com
> 18 Cantine's Island
> Saugerties NY 12477
> USA
> Voice: 845-246-0774
> Fax:    206-202-4783
>
> On Fri, Aug 20, 2010 at 6:59 PM, Steven Hanke <hankes@ipfw.edu> wrote:
>>
>> 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.
>



-- 
Steven Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax:    206-202-4783

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