Using iweights for districts [message #10986] |
Fri, 14 October 2016 23:58 |
shayankhan
Messages: 16 Registered: September 2016 Location: Karachi, Pakistan
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Hi,
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.
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