[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
"Sergiy Radyakin" <[email protected]> |

To |
[email protected] |

Subject |
Re: st: Which weight |

Date |
Mon, 8 Oct 2007 17:44:08 +0200 |

Dear Steven, your answer to Nikolaos' question sounds perfectly reasonable. But is there also a straightforward answer in the following situtations? Situation A: N households were chosen at time t0 and followed as a panel. M households were added to the panel at t1 (t0<t1). At any point t I have crossectional weights and a probability to stay in the sample for each household. At any moment t an event of interest can happen in the houshold, (e.g. a child leaves the household). In this case I add the characteristics of the household at time t [and may be t-1] to "my" sample). Which weights should I use? I obviously can't choose weights at t0 because not all households were in the sample at t0 and I can't use the weights at t1 because some of the households, for which the event of interest has occured before t1, have dropped out before t1 due to panel mortality. Situation B: N households are chosen at time t0 and M households are chosen at t1. pweights are given. However, during the time between t0 and t1, the population (e.g. the population of a country), from which the samples were drawn has changed (e.g. doubled in size). I am working with a pooled sample of households (N+M). Which weights can I use? If I am working with one subpopulation only (e.g. men) and the proportion of these cases has changed, can I still pool observations? (E.g. women/men=50/50 in t0 but women/men=60/40 in t1). If yes, what interpretation do I give to the estimates then? [this is not a panel case] Is there any good online guide on longitudinal weights? Preferrably with plain examples on how to deal with different situations as outlined above? Thank you, Sergiy On 10/7/07, Steven Joel Hirsch Samuels <[email protected]> wrote: > Nikkos, for a 'longitudinal' analysis like this, the general rule is > to use the earliest weight. The sampling probability' is set when the > unit is first selected. The final weights differ from year to year > because of post-stratification adjustments. To properly specify - > svyset- you will need stratum and clustering information from the > study documentation. > > > Steven > > > On Oct 7, 2007, at 7:06 AM, Nikolaos Kanellopoulos wrote: > > > > > I have a dataset in wide format. I want to see the correlation > > between x1 > > and x2 (the same variable in two different years). I want to use > > weights to > > correct for unequal sampling probabilities. Should I use the > > weights of the > > first year or the weights from the second? > > > [email protected] > 18 Cantine's Island > Saugerties, NY 12477 > Phone: 845-246-0774 > EFax: 208-498-7441 > > > > > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Which weight***From:*Steven Joel Hirsch Samuels <[email protected]>

**References**:**st: Which weight***From:*"Nikolaos Kanellopoulos" <[email protected]>

**Re: st: Which weight***From:*Steven Joel Hirsch Samuels <[email protected]>

- Prev by Date:
**RE: Repost: instrumental variables regression with random effects GLS using cross-section data and endogenous binary independent variable** - Next by Date:
**st: min and max with dates** - Previous by thread:
**Re: st: Which weight** - Next by thread:
**Re: st: Which weight** - Index(es):

© Copyright 1996–2024 StataCorp LLC | Terms of use | Privacy | Contact us | What's new | Site index |