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From |
Ernest Berkhout <[email protected]> |

To |
[email protected], "'[email protected]'" <[email protected]> |

Subject |
Re: st: weights in multivariate analysis |

Date |
Tue, 30 Mar 2004 14:06:15 +0200 |

At 11:34 30/03/2004, Koeppen, Katja wrote:

Katja,I have a question concerning the use of weights in multivariate analysis. Because of the oversampling of a particular subgroup in my data set, I had to use a given weighting factor. I estimated a multiplicative intensity-regression model. I know that I cannot say anything about my t-statistic now, because the weighted number of cases is different than the unweighted number of cases. Tests of significance are not valid anymore because the standard errors are biased. I know that there are procedures in SAS and SPSS to normalize the weights. I don't know about any function inn STATA that would allow to adjust the weights. That's why I adjusted the weighting factor by dividing the weight variable by the mean of the weight variable. The relative values of the weights do not change but they are adjusted so that the mean weight in the sample is 1, and the sum of weights equals the number of cases. Now, I think, the p-values can be used for interpretation because they are no longer biased. Is this procedure correct? Or is there any other method how to adjust weights in STATA? And does anybody know about some literature concerning this topic?

have you already checked the manual entry on weights, especially [U] 23.16? You might find some Stata explanation in there. It looks as if you're procedure is correct, although in Stata it can be accomplished even more easily by using analytic weights. Maybe the following link can be helpful as well: http://www.stata.com/support/faqs/stat/supweight.html

Ernest Berkhout

SEO Amsterdam Economics

University of Amsterdam

Room 3.08

Roetersstraat 29

1018 WB Amsterdam

The Netherlands

tel.:+ 31 20 525 1657

fax:+ 31 20 525 1686

http://www.seo.nl

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**References**:**st: weights in multivariate analysis***From:*"Koeppen, Katja" <[email protected]>

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