Hello,

I am trying to estimate the effects of several time invariant variables on my outcome using random effects and xtreg. I am using panel data and I need to incorporate probability weights. I am aware that xtreg does not allow for pweights or aweights, so I am not sure what my options are at the moment?

The error message I get is

weights not allowed
r(101);

which makes sense, so then would I have to abandon the weights?