Hi everyone,
I want to run a regression using weights in stata. I already know which command to use : reg y v1 v2 v3 [pweight= weights]. But I would like to find out how stata exactly works with the weights and how stata weights the individual observations.
In the stata-syntax-file I have read the attached concept.
I tried to do the regression manually in stata by first weight all variables of observation i with sqrt(wi) and then perform a multiple linear regression. However, I don't get the same results as when I do a regression by using the option [pweight = weights].
Does anyone know why the calculation is false and how stata considers the weights in the observations?
Thank you for your help!
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