Can anyone recommend a good source of information on how to use p-weights? Likewise, if anyone has experience properly using the weights for the 2004 GSS, my paper group would love to hear your insights. Many thanks, Abby -----Original Message----- From: gov2001-l-bounces(a)lists.fas.harvard.edu [mailto:gov2001-l-bounces@lists.fas.harvard.edu]On Behalf Of Dan Hopkins Sent: Sunday, April 16, 2006 7:51 PM To: gov2001-l(a)lists.fas.harvard.edu Subject: Re: [gov2001-l] problem (e): y_i =0 when y_i^* >0? Hi Yuki and Everyone, This is a good question--and could be defined either way, depending whether we want the ultimate probability to be given by CDF(y*) or 1-CDF(Y*). With thanks to Ian and Gary, we've updated the slides to be consistent with "Unifying Political Methodology"--and yes, to put y* on the left-hand side, switching the observation mechanism from that given in the problem set. Best, Dan ---- Ph.D. Student Department of Government Harvard University Tutor, Currier House dhopkins(a)fas.harvard.edu http://www.danhopkins.org On Sun, 16 Apr 2006, Yuki Takagi wrote: than probit 0 is _______________________________________________ gov2001-l mailing list gov2001-l(a)lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l _______________________________________________ gov2001-l mailing list gov2001-l(a)lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l

Thanks, Gary and Ian for this helpful information. We'll try to digest this and follow up if we continue to have trouble - our authors say they are using "standard p-weights," as we thought we were doing, but our results are still off. Also, we are wondering if anyone is aware of a "difference in modes" test similar to a difference in means. Our paper emphasizes a change in the mode number of close confidants that respondents named between two waves of the GSS (from a mode of 3 in 1985 to a mode of 0 in 2004). Those who commented on our replication wondered whether there was any way to know whether this change was more than just random. Justin recommended a useful simulation technique, but before we go down that road, I wanted to check whether any standard test existed. Many thanks, Abby -----Original Message----- From: gov2001-l-bounces(a)lists.fas.harvard.edu [mailto:gov2001-l-bounces@lists.fas.harvard.edu]On Behalf Of Gary King Sent: Sunday, April 16, 2006 8:31 PM To: gov2001-l(a)lists.fas.harvard.edu Subject: Re: [gov2001-l] p-weights I don't know what p-weights are, but a little known fact is that weights are almost always used wrong in the literature. if you're interested in a descriptive quantity (such as the average age in the population), then you certainly should take the weighted average, sum(age_i * weight_i)/sum(weight_i). But suppose you're interested in the causal effect of some variable. Does that mean if you're running a regression you should use the weight option in whatever stat'l program you're running? no way. if its regression, then the only reason to weight is heteroskedasticity, not sampling schemes. you definitely want to control for the sampling process (the probabilty that unit i made it into your sample, since if the unexplained part is correlated with Y you can have bias), but you do this by adding the weights (or the vars that make up the weights) as control variables in the regression; you don't say weight=whatever. this is completely counterintuitive of course, but if you think about what assumption of regression you're violating by not running WLS instead of LS say i think you'll understand that the answer is none. yet, if you don't control for the process of getting into the sample, you can get into big trouble. Gary On Sun, 16 Apr 2006, Abby Williamson wrote: you _______________________________________________ gov2001-l mailing list gov2001-l(a)lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l _______________________________________________ gov2001-l mailing list gov2001-l(a)lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l

Hi Yuki and Everyone, This is a good question--and could be defined either way, depending whether we want the ultimate probability to be given by CDF(y*) or 1-CDF(Y*). With thanks to Ian and Gary, we've updated the slides to be consistent with "Unifying Political Methodology"--and yes, to put y* on the left-hand side, switching the observation mechanism from that given in the problem set. Best, Dan ---- Ph.D. Student Department of Government Harvard University Tutor, Currier House dhopkins(a)fas.harvard.edu http://www.danhopkins.org On Sun, 16 Apr 2006, Yuki Takagi wrote: _______________________________________________ gov2001-l mailing list gov2001-l(a)lists.fas.harvard.edu http://lists.fas.harvard.edu/mailman/listinfo/gov2001-l