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From | Stas Kolenikov <skolenik@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: how to do fixed effects with weights? (problem using svy: with xtreg, fe) |
Date | Sun, 11 Apr 2010 23:46:27 -0500 |
In fact, -xtreg- satisfies the Stata's internal requirements needed for -vce(jackknife)- that -if- conditions and [pweights] be accepted and processed by the command, and the results be returned in e(b) and e(V) matrices (plus a little bit of extra details; see -help program properties-). So at your own risk you can write a very simple wrapper like this: program define myxtreg, eclass properties( svyj ) * transfer the whole call to -xtreg- xtreg `0' * pretend we wrote a full fledge estimator here ereturn local cmd myxtreg end and try running your -svy, vce( jackknife ): myxtreg whatever- command with it. This eliminates the need to do the jackknife "by hand" as Steve S suggested, and if it does work, it will produce correct results (it falls short of a proper Stata estimation command in a number of ways, but I don't know whether that will be a problem since you only need it for a specific purpose and won't distribute as an estimation command that somebody else could use). This is a different workaround than Steve's, that's all -- you'd HAVE TO write some specialized code to make it work, and I would rather try to squeeze an estimator into the existing -svy- paradigm than to write my own cycles to process the jackknife weights. Another issue that might bite you is that you might come across weights that change from wave to wave for the same student. -xtreg- will issue an error message, and that is the most reasonable behavior in this situation. On Sun, Apr 11, 2010 at 2:43 PM, <ah2574@columbia.edu> wrote: > I am analyzing longitudinal data on children's educational achievement using > the "xtreg, fe" command. My challenge is that I can't seem to weight the > data with the "svy:" command when running a fixed effects model. I am > working with Early Childhood Longitudinal Study-Kindergarten Cohort data > from the National Center for Education Statistics; the study employed a > multistage probability sample design (with three stages). > > As advised by a technical consultant at the American Institutes for > Reserach, I am currently "survey setting" the data using replicate weights > as follows: > svyset [pweight=c1_5fp0], jkrweight( c1_5fp1-c1_5fp90, multiplier(1)) > > I then attempted to run the fixed effects model with this syntax: > svy jacknife: xtreg ztime incneed married momwork numchild, i(childid2) fe > > I receive the following error message: > xtreg is not supported by svy with vce(jackknife) -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/