Support #1590
openCreating a weight variable for fixed effects analysis
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Description
Dear UKHLS support,
Hope you are well.
May I ask for your advice on whether you think weighting should be applied in a fixed-effects analysis?
I would like to use data from Waves 2, 4, 6, 8, and 10. From my understanding, if we use the longitudinal weight provided in the Wave 10 data (j_indscub_lw), it will only retain the sample who completed waves from Waves 2 to 10, which could lead to a substantial drop in the sample size.
I have read the paper "Weighting and Sample Representation: Frequently Asked Questions", which was really useful and clear, and learnt that we can derive our own weight variable. However, I am not sure how to do so with a longitudinal dataset (in a long Stata format).
I would be very grateful to have your advice on (i) whether or not weighting is necessary for a fixed-effects model, and (ii) if so, what would be the best way to derive a weight variable for this study.
Best wishes,
Karen