I want to run the xtlogit model with fixed effects to control for district level heterogeneity. I was told to use iweights for this as the xtlogit command does not accept pweights. My question is two-fold:

1-How do I calculate these iweights?

2-Would using only the weights and not accounting for the survey design (using the svy estimation) affect the validity of my estimation?

Note:- It was recommended to me by Dr.Kit Baum, a highly respectable figure and well known econometrician to use the xtlogit model with iweights rather than using the svy:logistic estimation with district dummies as this approach might not give consistent estimates due to the incidental parameter problem.

Thanks.]]>

Quote:

Usually, to use iweights, you just insert "[iweight=v005/1000000]" into the estimation command, before the comma (options come after the comma).]]>

Omitting the other adjustments in the svyset command, for clusters and stratification, will affect the standard errors and confidence intervals, not the estimates. I believe that xtset and svyset are not compatible in the current version (14) of Stata. I'm not 100% sure about this--I hope other users can contribute their experience.