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st: margins using weights in calculation?


From   Brent Gibbons <[email protected]>
To   [email protected]
Subject   st: margins using weights in calculation?
Date   Fri, 10 May 2013 15:12:19 -0400

When i run a weighted OLS regression (using either iweight or pweight) with about 13,000 cases, I get a reported number of observations of about 7,701 (which is what it should be given the values of the weights. But when I then run a margins command to compute dydx(*) on these data, with the same weight specified, I get the original unweighted number of cases (about 13,000) as the reported # of observations. Does this mean that when "margins" is averaging marginal effects across all cases, it is disregarding the weights and taking the simple unweighted average (i.e., giving each case a weight = 1)?





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