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Re: st: RE: non-constant Frequency weights

From   Steven Samuels <[email protected]>
To   [email protected]
Subject   Re: st: RE: non-constant Frequency weights
Date   Tue, 26 Oct 2010 16:56:34 -0400


Thanks, Stephen.

To answer your question: If the panels is based ona sample of the population in the first year, then use that first year weight. If the panel is a rotating panel, with individuals entering in different years, than for those individuals, use the weight for their first year. The weights in different years are useful for presenting cross- sectional statistics for each of the years, but not for the panel analysis.

Also, the weights should not be specified as probability weights, not frequency weights. A frequency weight equal to K, say, is intended for use when there are K individuals in the _sample_ with identical values. If you tell a commandthat the weights are frequency weight, then you are saying that the sample size is equal to the population size.



Steven J. Samuels
[email protected]
18 Cantine's Island
Saugerties NY 12477
Voice: 845-246-0774
Fax:    206-202-4783

On Oct 26, 2010, at 4:34 PM, Stephen O Neill wrote:

Hi Steve,
My data is from a survey which contains weights representing the number of inidividuals in the population represented by each sample observation. However
in differnt years this frequency weight is different i.e. the number of
population individuals the sample observation represents changes from year to
Hope this clarifies,

----- Original Message ----
From: Steven Samuels <[email protected]>
To: [email protected]
Sent: Tue, October 26, 2010 7:40:47 PM
Subject: Re: st: RE: non-constant Frequency weights

Stephen O Neill:

Off-topic, but I'm curious: How can you have repeated identical observations on one individual at a single time point, which is what a frequency weight>1 would

[email protected]

On Oct 26, 2010, at 2:28 PM, Nick Cox wrote:

Fair enough. Now you have a specific question, to which I don't know the answer;
but someone else may have specific advice.

[email protected]

Stephen O Neill

When I try to run - xtreg,fe - I get the error message "weight must be constant within ID", where ID is my unique identifier for each individual and is constant for an individual over time. I also wanteed to use the user written - xtabond2 - or some other dynamic model but it appears that weights can't be used with

Nick Cox <[email protected]>

I don't see the connections between these statements. A variable containing frequency weights can vary between observations, in this instance within panels
as well as between panels, so that is not a problem in itself.

Perhaps some particular procedures have more restricted assumptions, but you
don't say what they are.

Stephen O Neill

I am using unbalanced panel data which contains a frequency weight each year. However the weight is not constant through time with the result that I cannot weight the data using - [fweight = weight] - . I was just wondering if there is
a simple work around?

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