Re: st: RE: non-constant Frequency weights

[Steven Samuels <sjsamuels@gmail.com>]

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?


*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/