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st: Regression with subject-level means and aweights VS full regression
From
J Taylor <[email protected]>
To
[email protected]
Subject
st: Regression with subject-level means and aweights VS full regression
Date
Sun, 9 Sep 2012 22:32:21 -0400
If I have multiple observations per person, shouldnt it be the case
that running a regression on subject-level means weighted by
observations per person gives the same result as running a regression
on the full dataset? Unfortunately, in the below, it seems that I am
getting different answers.
Any thoughts on why this is occurring? I believe that I am using the
aweights correctly, weighting by the number of observations per
person?
Thank you,
JT
-------------------------
clear
set more off
set seed 1234
set obs 100
gen sid = _n
gen truex = uniform()
gen truey = .2 + .4*truex
gen obspersub = ceil(10*uniform())
expand obspersub
gen x = truex + uniform()
gen y = truey + uniform()
reg y x, cluster(sid)
preserve
collapse y x obspersub, by(sid)
reg y x [aw=obspersub]
restore
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