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Re: st: Pweights in SUREG?

From   Benjamin Harris <>
Subject   Re: st: Pweights in SUREG?
Date   Wed, 15 Jun 2011 10:20:58 -0700

Thanks for the advice, Austin! I wound up getting directed to mysureg.ado, which is part of the support materials for Maximum Likelihood Estimation with Stata, 4 ed., by Gould, Pitblado, and Sribney. mysureg uses ML to estimate Seemingly Unrelated Equations with pweights, and it also works with the svy command; so it is exactly what I'm looking for. For prosperity, you can download all the files from:


Benjamin Harris
Ph.D. Candidate
Department of Economics
Centre for Education Research and Policy
Simon Fraser University
Burnaby, BC
V5A 1S6

Office: WMX 1690

On Jun 9, 2011, at 9:36 AM, Austin Nichols wrote:

> Benjamin Harris <>:
> Welcome! Don't make fweights out of pweights unless you really are
> sure it's the right thing to do.  Better to ignore the weights than to
> pretend you have a census (one potential outcome of making fweights
> out of pweights), and better than that to use aweights and fail to
> correct for heteroskedasticity or clustering. Do you have different
> explanatory variables in different regressions?  If not, -suest- is
> just as good for you as -sureg-. Note aweights plus clustering is 99%
> of what -svy- does (aweights plus robust=pweights), and -suest- has an
> option to cluster:
> webuse nhanes2, clear
> qui reg bpsystol age sex i.race
> est sto s
> qui reg bpdiast age sex i.race
> est sto d
> suest d s
> sureg (bpdiast age sex i.race) (bpsystol age sex i.race)
> qui reg bpsystol age sex i.race [aw=finalwgt]
> est sto s
> qui reg bpdiast age sex i.race [aw=finalwgt]
> est sto d
> egen c=group(strata psu)
> suest d s, cluster(c)
> svy:reg bpsystol age sex i.race
> svy:reg bpdiast age sex i.race
> On Wed, Jun 8, 2011 at 7:10 PM, Benjamin Harris <> wrote:
>> Hello all,
>> Long-time reader, first-time writer. I owe you many thanks for all the questions you've answered that other people asked. Unfortunately, I can't seem to find anyone who has asked my question now, so I'm writing in. I hope you can help me yet again.
>> I am estimating a Seeminly Unrelated Regression model using survey data. The weights in the data are pweights, although the SUREG command only takes aweights and fweights, and there is no svy: option for the SUREG command either. I'm a bit at a loss about what to do. It has been suggested that I can create fweights from the pweights by:
>> 1. Calculating average pweights within groups of relevant subsamples (e.g., men, women, etc.),
>> 2. Scaling individual pweights by their relevant group,
>> 3. Rounding the result to the nearest integer to get the "fweights"
>> This seems like the wrong thing to do for many reasons. Most importantly, it creates an "fweights" that are 0.
>> So, what I'd like to know is, (1) is there any reason SUREG doesn't allow for pweights or the svy option? That is, if I were smart enough, could I write my own code to make SUREG do what I want it to do, or is there a theoretical reason it doesn't do that? (2) Does anyone know of other software (such as SAS or R) that I could use to do what I need to do? And (3) are there any other ideas for work-arounds.
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