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st: Pweights in SUREG?


From   Benjamin Harris <bch4@sfu.ca>
To   statalist@hsphsun2.harvard.edu
Subject   st: Pweights in SUREG?
Date   Wed, 8 Jun 2011 16:10:06 -0700

Hello all,

Long-time reader, first-time writer. I owe you many thanks for all the questions you've answered that other people asked. Unfortunately, I can't seem to find anyone who has asked my question now, so I'm writing in. I hope you can help me yet again.  

I am estimating a Seeminly Unrelated Regression model using survey data. The weights in the data are pweights, although the SUREG command only takes aweights and fweights, and there is no svy: option for the SUREG command either. I'm a bit at a loss about what to do. It has been suggested that I can create fweights from the pweights by:
1. Calculating average pweights within groups of relevant subsamples (e.g., men, women, etc.),
2. Scaling individual pweights by their relevant group,
3. Rounding the result to the nearest integer to get the "fweights"
This seems like the wrong thing to do for many reasons. Most importantly, it creates an "fweights" that are 0. 

So, what I'd like to know is, (1) is there any reason SUREG doesn't allow for pweights or the svy option? That is, if I were smart enough, could I write my own code to make SUREG do what I want it to do, or is there a theoretical reason it doesn't do that? (2) Does anyone know of other software (such as SAS or R) that I could use to do what I need to do? And (3) are there any other ideas for work-arounds. 

Thanks,

Benjamin Harris
Ph.D. Candidate
Department of Economics
Centre for Education Research and Policy
Simon Fraser University
Burnaby, BC
V5A 1S6

Office: WMX 1690
Website: http://www.sfu.ca/~bch4


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