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Support #1590

Creating a weight variable for fixed effects analysis

Added by Karen Mak about 1 year ago. Updated 12 months ago.

Status:
Resolved
Priority:
High
Assignee:
-
Category:
Weights
Start date:
10/08/2021
% Done:

100%


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

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