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Re: st: RE: non-constant Frequency weights


From   Steven Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: non-constant Frequency weights
Date   Tue, 26 Oct 2010 14:40:47 -0400


Stephen O Neill:

Off-topic, but I'm curious: How can you have repeated identical observations on one individual at a single time point, which is what a frequency weight>1 would imply?

Steve
sjsamuels@gmail.com


On Oct 26, 2010, at 2:28 PM, Nick Cox wrote:

Fair enough. Now you have a specific question, to which I don't know the answer; but someone else may have specific advice.

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

Stephen O Neill

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.

Nick Cox <n.j.cox@durham.ac.uk>

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.

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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