Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

# Re: st:non-constant Frequency weights

 From Steven Samuels <[email protected]> To [email protected] Subject Re: st:non-constant Frequency weights Date Thu, 28 Oct 2010 11:07:24 -0400

--
Stephen asked me privately for a reference to weighting panel data.. The method I suggested has been used in many studies, for example the Survey of Labour and Income Dynamics of Statistics Canada (http://dsp-psd.pwgsc.gc.ca/Collection/Statcan/75F0002MIE/75F0002MIE2004008.pdf , page 7)

However the computation of weights in panel surveys can be complicated (Johnson, 2008; Lynn, 2009, p 12). The weights for the first survey wave might be cross-sectional, constructed so that the data represent the population at the time. But, with attrition, the respondents to the first survey who respond subsequently might no longer be representative of the original population. To correct for this, some surveys create longitudinal weights in addition to the cross-sectional ones. To be sure he is using the correct weight, Stephen's safest recourse is to consult the documentation for his data set.

David Johnson (2008), Using Weights in the Analysis of Survey Data
http://help.pop.psu.edu/help-by-statistical-method/weighting/Introduction%20to%20survey%20weights%20pri%20version.ppt

Peter Lynn (2009) Methodology of Longitudinal Surveys, Wiley, NY.

Steve

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

>
>To answer your question: If the panel is based on a 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 used for presenting cross- sectional statistics for each of the years, but not for the panel analysis.
>
>Also, the weights should 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 command that the weights are frequency weights, then you are saying that the sample size is equal to the population size.
>
>Regards,
>
>Steve
>
>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
>year.
>Hope this clarifies,
>Stephen
>
>
>
>----- 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
>imply?
>
>Steve
>[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.
>
>Nick
>[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
>these.
>
>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?
>
>
>*
*
*   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/