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Re: st: RE: non-constant Frequency weights


From   Stephen O Neill <stepheno_neill_1999@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: non-constant Frequency weights
Date   Tue, 26 Oct 2010 11:23:39 -0700 (PDT)

Hi Nick,
When I try to run - xtreg,fe - I get the error message "weight must be constant 
within ID", where ID is my unique identifier for each individual and is constant 
for an individual over time. I also wanteed to use the user written - xtabond2 - 
or some other dynamic model but it appears that weights can't be used with 
these.
Stephen





----- Original Message ----
From: Nick Cox <n.j.cox@durham.ac.uk>
To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Sent: Tue, October 26, 2010 6:32:47 PM
Subject: st: RE: non-constant Frequency weights

I don't see the connections between these statements. A variable containing 
frequency weights can vary between observations, in this instance within panels 
as well as between panels, so that is not a problem in itself. 


Perhaps some particular procedures have more restricted assumptions, but you 
don't say what they are. 


Nick 
n.j.cox@durham.ac.uk 

Stephen O Neill

I am using unbalanced panel data which contains a frequency weight each year. 
However the weight is not constant through time with the result that I cannot 
weight the data using - [fweight = weight] - . I was just wondering if there is 
a simple work around?

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