HEAM seminar — A User-Friendly Technique for Implementing Survey Weights Using Stata

Command that implements the Imbens & Lancaster (1994) and Hellerstein & Imbens (1999) approach to estimating population weighted regression models for survey data by taking advantage of auxiliary information on moments reflecting the population from which the sample was drawn. Typically, the method is employed to improve regression estimates from a modest size researcher-conducted survey dataset with selected variables in common with administrative data, a census or large-scale survey. In a generalized method of moments framework, the method simultaneously minimizes the score functions of the estimator of interest (e.g., OLS/Logit/Probit) while also matching suitable moments (e.g., means, squares and/or cross products) for the variables common to the survey of interest and the population. 

To request the zoom link, please email Terry Martens at marten@mcmaster.ca