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Re: st: Standard deviation with pweight or fweight


From   Alexandra Gecker <agecker@princeton.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Standard deviation with pweight or fweight
Date   Mon, 26 Mar 2012 20:39:10 -0400

Thank you!  I am using -reg- for the regression given when I do not
include fixed effects.  To include fixed effects I use -areg- with the
option absorb(school).  If I need to provide any other clarification
please let me know!!

-----

Alexandra Gecker '12
804-387-1323 (cell)



On Mon, Mar 26, 2012 at 8:33 PM, Nick Cox <njcoxstata@gmail.com> wrote:
> You don't say what command you are using.
>
> It sounds as if you want aweights. Your data are on schools, not
> students as such.
>
> Nick
>
> On Tue, Mar 27, 2012 at 1:29 AM, Alexandra Gecker <agecker@princeton.edu> wrote:
>
>> I have a dataset in which each observation is a school i in a year t.
>> Each observation includes a dependent variable "y_it" and several
>> covariates "x_it" as well as information on the total school
>> enrollment.  In essence, I want to regress y_it on x1_it, x2_it, x3_it
>> -- but I want to do so weighting each school by the enrollment.  So at
>> first I thought I would use [fweight=school], but that created a huge
>> number of observations and therefore very "over-confident" p-values.
>>
>> So now I have two questions:
>> (1) if I use fweight, can I ensure correct standard deviations and
>> p-values by using the option vce(cluster school)?  and (2) if not,
>> could I use pweight=p_it, where p_it is just the (enrollment in school
>> i in year t)/(total enrollment across all schools in year t)?
>>
>> Thank you so much for your consideration.
>>
>> Best,
>> Alex
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