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st: combining multiple surveys - adjustment of weights


From   Dana Shills <shills52@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: combining multiple surveys - adjustment of weights
Date   Thu, 27 Jan 2011 23:45:56 -0500

Hi:

I am trying to combine multiple country survey datasets (10 surveys) to estimate ols regressions of firm performance across the 10 countries. 8 of the surveys are stratified random samples of firms in the 8 countries (so the strata identifier in each dataset goes from 1 to some number N, that varies) and 2 others are simple random samples. The survey questionnaire is the same across countries.

1> Statistically are there any issues with combining multiple surveys when the sampling methods are different?

2> To declare the combined dataset in Stata as a survey, I create a new strata variable that doesn't overlap between the surveys (as suggested in the previous thread). But how should I deal with the probability weights provided in each dataset?
Suppose I assume that the sum of the weights in each country (countrysum) represents the population, then can I just rescale each weight by (sum of weighs across all countries)/countrysum?
 
3> I am running weighted regressions using the svy: regress command on the combined dataset. If the sample size varies greatly between the surveys, should I rescale each firm level variable in the regression by the sample size in that country or does svy take care of this?

Thanks

Dana 		 	   		  
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