Data Management & Analysis: Weighted Data
Weighted Least Squares and Weighted Log Likelihoods
Weights may be used with any estimator in any context.
Weights are automatically scaled to sum to the number of observations in the sample. You may override this to request replications or simple unscaled weights.
Panel DataTime invariant weights may be used to weight groups in panel data estimators.
Choice Based Sampling
Endogenous sampling weights may be specified for discrete choice models. This is coupled with a robust estimator of the asymptotic covariance matrix of the estimator. (Manski-Lerman WESML estimator.)
Clustering and Stratification
- Cluster corrections
- Stratification and clustering
- Finite population weights