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Kalton, Graham, and Andrea Piesse. 2007. Survey research methods in
evaluation and case?control studies. Statistics in Medicine Statist.
Med. 26, no. 8: 1675-1687.
Steve
On Aug 26, 2013, at 1:43 PM, Joe Canner wrote:
Perhaps what James is referring to is that -psmatch2- (in the case of 1:many matching) gives non-integer weights (each treated case gets a weight of 1 and each control gets a weight of the reciprocal of the number of control matches). These, of course, cannot be used with [fweight=], but can be used with importance weights [iweight=]. I am currently doing an analysis using -psmatch2- followed by Cox regression and it appears that [iweight=] and [pweight=] give the same results. The choice and implication of weighting method may differ for other procedures.
Regards,
Joe Canner
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Radwin, David
Sent: Monday, August 26, 2013 12:59 PM
To: [email protected]
Subject: RE: st: Combining a survey weight and a frequency weight
Please note that the FAQ asks you to mention authors and locations of user-written programs (-psmatch2- is by Edwin Leuven and Barbara Sianesi and is available from SSC).
Although the weight variable in -psmatch2- does represent a frequency, it is not a frequency weight in the sense of Stata's -fweight-. I would not describe it as representing "how important the observation is."
Here is the description in the program's help file:
psmatch2 creates a number of variables for the convenience of the user . . . .
_weight. For nearest neighbor matching, it holds the frequency with which the observation is
used as a match; with option ties and k-nearest neighbors matching it holds the normalized
weight; for kernel matching, and llr matching with a weight other than stata's tricube, it
stores the overall weight given to the matched observation. When estimating att only _weight =
1 for the treated.
In other words, I don't think you should try to use this variable as a measure of importance.
David
--
David Radwin
Senior Research Associate
Education Studies Division
RTI International
2150 Shattuck Ave., Suite 800
Berkeley, CA 94704
Phone: 510-665-8274
www.rti.org
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of James Jensen
> Sent: Saturday, August 24, 2013 6:49 AM
> To: [email protected]
> Subject: Re: st: Combining a survey weight and a frequency weight
>
> I would like to add that the frequency weight is generated by
> propensity score matching by the psmatch2 command. I found out earlier
> that this weight is a frequency weight that is to tell how important
> Stata how important the matched observation is.
>
> I would like to combine this frequency weight and the survey weight
> when I carry out the analysis on the matched sub-sample.
>
> But I am not sure what the weight type should be.
>
>
> ----- Original Message -----
> From: James Jensen <[email protected]>
> To: "[email protected]" <[email protected]>
> Cc:
> Sent: Saturday, 24 August 2013, 14:35
> Subject: st: Combining a survey weight and a frequency weight
>
> Hi all,
>
> I have a survey weight that accounts for the non-response rates of the
> given observations, and the weights sum to the population total.
>
> I have also a frequency weight that is given in the Dataset to tell
> Stata how important the observation is.
>
> If I want to combine these two weights into one single weight by
> multiplying them together, what will the weight type become? Is it
> going to be a frequency weight or a probability weight.
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