The goal is to identify data that is, in some way, clearly incorrect. You can specify which type of weight you have by using the weight option after a command. You can find out more about using weights in stata by seeing help weight. You can find a nice summary of these different options here, as well as information on the more specialized option iweight. Using weights in the analysis of primary and secondary data. Pdf using stata to analyze data from a sample survey. Standard errors for meps estimates are most accurate when the analytic file contains all of the meps sample persons e. I think this difference may be due to the weight variable in the way it is used by sas and stata. Seay2 the following information is presented for public use hrs data. Hrs complex sample specification for sas, stata, and. Results from the examples are for illustrating usage of software and may not be.
Standard commands are regular stata commands that can incorporate sampling weights. These four weights are frequency weights fweight or frequency, analytic. When to use iweight and pweight in stata dhs user forum the. Data include demographic information, rich employment data, program participation and supplemental data on topics such as fertility, tobacco use, volunteer activities, voter registration, computer and internet use, food security, and more. It is possible to first clean the data, then tidy the data and, then, if necessary, weight the data. Difference in stata and sas results for cox regres. Lets say we have a design weight dwate and a poststratification pswate weight for each case. Svy commands svy commands are a series of commands specifically designed to analyze complex survey designs like nhanes. Introduction to stata software for statistical data analysis. You only need to use these commands when there is no corresponding svy command. If the weight option is omitted, then the action and results are identical to egen mean. Every element in the ess target population should therefore have a greater than zero probability of being included into the sample.
Cleaning, tidying, and weighting are activities that are performed before trying to work out what the data in a survey means. Frequency weighting in r, comparing results with stata. When i use the jackknife approach, the std errors are essentially the same as the taylor series approach in stata, but about 10% larger in sas. Only one of the four weight keywords provided by stata, pweight, is correct to use for sampling sampling weights. Ali seems to be quite happy with his regression, he just wants it displayed properly. I have experimented obtaining summary statistics with stata weight designators of pweight and aweight. Iweight allows for differential weighting of items. A popular request on the help line is to describe the effect of specifying aweight exp with regress in terms of transformation of the dependent and independent. How do i account for complex sampling design when analyzing nsduh data.
Frequency weights are the kind you have probably dealt with before. For data collection the ess uses strictly probabilitybased samples. An audience member informed me that stata software provides four definitions of weight variables, as follows. Many datasets have both a household and an individual level weight. According to yannick duprezs very handy reference, using pweight probability weights in a regression is equivalent to using aweight analytic weights and robust standard errors. The probability weight, called a pweight in stata, is calculated as nn, where n. Please show a sample of the original data, using the dataex command, and the exact code you used to collapse the data, and your xtset command if you have used one.
Surveys usually have weight variables you can use to weight your samples. Generating calibrated weights share user guide release 1 november, 29th, 20. The household component of the medical expenditure panel survey mepshc is designed to produce national and regional estimates of the health care use, expenditures, sources of payment, and insurance coverage of the u. How to understand weight variables in statistical analyses 37. Gain an understanding of how the atus dataset is structured and how it can be leveraged to explore your research interests. Both pweight and aweight designations for my weight variable yield exactly the same summary statistics for my data but the definition of pweight and aweight seem to differ greatly in stata. Thus, if the spread of the group means stays the same as weight increases, then sigma must be increasing. Or does stata somehow manupulate the coefficiens using those weights, after running regressions using representative observations. You often find this type of weight in complex survey data. Both pweight and aweight designations for my weight variable yield exactly the same summary statistics for my data but the definition of pweight and aweight seem to differ greatly in stata documentation. The exercise concentrates on job syntax, basic descriptive statistics and the use of the weight.
The canadian general social survey employs a complicated sampling method and thus requires the use of a weight variable. Weighted summary table in stata but really michael, i am not sure whether this is the answer to the question. Iweight item variable weighting rasch measurement software. In spss i simply click on weight by the sampleweight variable but in stata i was. Since 1966, researchers at the carolina population center have pioneered data collection and research techniques that move population science forward by emphasizing life course approaches, longitudinal surveys, the integration of biological measurement into social surveys, and. There are two series of commands you can use analyze nhanes in stata. Stata rosendo ramirez and darryl mcleod professor vinod rgroup presentation. Stata module containing extensions to generate to implement weighted mean, statistical software. When we say we want the mean and standard deviation of a variable with probability weights, what we most likely. I have read online that there are a set of survey commands given by svyset.
For instance, suppose you specify pweightpw for sampling weights in your data consisting of three levels. I ran my regressions again and the results were not equal, but satisfactorily close. Since 1966, researchers at the carolina population center have pioneered data collection and research techniques that move population science forward by emphasizing life course approaches, longitudinal surveys, the integration of biological measurement into social surveys, and attention to context and environment. If i run surveyreg using the default taylor series linearisation, and also run the corresponding stata code on the same data, i get near enough to identical results.
One explanation is that i am using different types of weights. To change the weighting of persons, specify pweight iweight of 2 has the same effect on person estimation as putting the item and its responses into the analysis twice. Many datasets have both a household and an individual level weight census, cps. Although the replicate standard errors contained in the ipumsusa data are calculated using the successive difference replication method, which is different from the types of replicate weights that most statistical software packages can handle, stata can process ipumsusa replicate weights automatically as of version 11. Oct 02, 2017 there are several kinds of weight variables in statistics. Im currently trying to apply the survey weights in the regression but dont know how to i cant work. First you should determine whether the weights of x are sampling weights, frequency weights or analytic weights. An audience member informed me that stata software provides four definitions of weight variables. So we have found a problem with stata s aweight paradigm. At the 2007 joint statistical meetings in denver, i discussed weighted statistical graphics for two kinds of statistical weights. Can someone clarify why pweight and aweight yield the same summary statistics. To make the survey same representative of the 30 million people in peru, we have to weight each family. Validate that in stata, pweight is equivalent to using aweight with robust standard errors.
To calculate the means and standard errors, you would use stata survey svy commands because they account for the complex survey design of. These four weights are frequency weights fweight or frequency, analytic weights aweight or cellsize, sampling weights pweight, and importance weights iweight. Basically, by adding a frequency weight, you are telling stata that a single line. When you use pweight, stata uses a sandwich white estimator to compute thevariancecovariancematrix. Applications of data analysis ec969 simonetta longhi and alita nandi iser contact.
An introduction to stata for economists part ii analysing a dataset kerry l. The nice thing about stata in this respect is that the pweight command is essentially a filter. Medical expenditure panel survey computing standard errors. How to understand weight variables in statistical analyses. Weighting is part of the departmental of methodology software tutorials sponsored by a grant from the lse annual fund. Regular statistical software that is not designed for survey data analyzes data. Replicate weights in the current population survey ipums cps. This exercise will use the atus dataset to explore patterns in time use of americans in 2011. How to apply survey weights in stata for the european.
Yet things like histogram is not a survey command and is unaffected by svyset. Sampling weights pweights and regression analysis stata. Why doesnt the test of the overall survey regression model in stata match the results from sas and sudaan. Sample and population values goal this exercise is an introduction to a few of the variables in the household and personlevel lis data sets. Stata module containing extensions to generate to implement weighted mean. Accessing survey data in r and stata, peru has a survey of about 25,000 persons, a longitudinal panel, 2007 to 2011. As the bhps weights are probability weights the stata weight command that we should always use is pweight. Note that not all commands recognize all types of weights. It is really clear about how the dataset must be organized. However, the weight variables in the general social survey not only adjust for the sampling method but also provide population estimates for canada. Below is the regression with design weights apllied i am using stata. In the case of full matching, you need to weight each observation appropriately using the weights that come out of matchit in order to get any benefit of matching. How to understand weight variables in statistical analyses the do.
Stata does not allow pweight with summarize and ci and if you do use stata will give an. Data preparation guide to market research q research software. Specifying pweight is very similar to specifying weight. This module should be installed from within stata by typing ssc install spweightxt. Stata module to compute panel spatial weight matrix, statistical software components s457330, boston college department of economics, revised 26 jan 20. Stata module containing extensions to generate to implement weighted mean, statistical software components s418804, boston college department of economics. If you use the svyset command, the weight that you specify must be a probability weight. How do i generate weight variable in stata stack overflow. What types of weights do sas, stata and spss support. The pweight command causes stata to use the sampling weight as the number of subjects in the population that each observation represents when computing estimates such as. To calculate a total weight these are multiplied together. There are four different ways to weight things in stata.
Applications of data analysis ec969 simonetta longhi and. Stata allows us to do wls through the use of analytic weights, which can be included as part of the regress command. By rick wicklin on the do loop october 2, 2017 topics. I am having trouble with using sampling weights in my simple regression analysis. Hrs complex sample specification for sas, stata, and wesvar. Again, thanks again for the great text you sent me. For example, if standard errors are not needed, you can simply use regular stata commands with the weight variable i. How to apply survey weights in stata for the european working conditions survey. Stata module to compute panel spatial weight matrix. I read too much into the questioni thought casey was asking about complex survey data sorry. Inspection of the residual vs fitted predicted plot shows improvement in terms of heteroscedasticity. When i use the jackknife approach, the std errors are essentially the same as the taylor series approach in. Hrs complex sample specification for sas, stata, and wesvar by robert b.
Weighted regression in stata economics job market rumors. Clarification on analytic weights with linear regression stata. Stata is more flexible than other software in accommodating. We are using the 2011 survey data, reading it first into stata it is published in stata format by the peruvian 2. Whether it would be an aweight or an fweight depends on exactly how you collapsed your data. Using weights in the analysis of primary and secondary data anastasia r. Generating calibrated weights share user guide release 1. How to apply survey weights in stata for the european working. Stata assumes that with aweights, the scale of the weights does not matter. Suppose you are interested in the descriptive stats for x and your weight is wts. The population size weight is calculated as pweight population sizenet sample size in data file10 000 my question is. For instance, suppose you specify pweight pw for sampling weights in your data consisting of three levels. So we have found a problem with statas aweight paradigm.