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Re: st: using weights for a robust regression


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: using weights for a robust regression
Date   Tue, 10 May 2011 09:18:42 +0200

On Mon, May 9, 2011 at 11:50 PM, kankeu hyacinthe wrote:
> I would like to know how to solve the fact that "iweights"  is not allowed with robust on STATA.

To quote -help weight-:

"iweights have no formal statistical definition; any command that
supports iweights will define exactly how they are treated.  Usually,
they are intended for use by programmers who want to produce a certain
computation."

The consequence of this is that robust standard errors in combination
with iweights are in all likelihood just not defined, and no program
can compute something that has no definition...

In all likelihood you have -pweights-, in which case you'll
automatically have robust standard errors even if you do not specify
-robust-.

Hope this helps,
Maarten

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