Stata Frequently Asked Questions

What types of weights do SAS, Stata and SPSS support?

Types of weights

There are several types of weights that you might find or create in a data set. 


You need to read the documentation for the proc that you are using to determine what kind of weight will be used with the weight statement.  The weight statement used in one proc might assume frequency weights while another assumes probability weights.  Some procs will handle the weights differently depending on the values of the weight variable.  For example, if all of the values of the weight variable are integers (whole numbers), SAS will assume that you have a frequency weight.  If you specify a different weight variable that has decimals, then the proc will assume that you have a probability weight.   If you cannot tell from the documentation which type of weight will be used, you will either need to do some experimenting or contact SAS technical support.


SPSS Base and SPSS Advanced Models only recognizes frequency weights.  (These are the products for which UCLA has a license, other modules, which you can purchase at extra cost, such as Complex Samples and Trees, allow for different types of weights.)  If you weight your data with a different type of weight, SPSS will not issue an error message; however, you should be sure that you really want your weights to be treated as frequency weights.  Note that if you specify probability weights with a weight by command, some procedures SPSS will round the values of the weights to the nearest whole number and use them as frequency weights.  In some cases, the nearest whole number may be zero, in which case you may get a message in your output about this.  One exception to this is in the crosstabs procedure.  If you click on the "Cells" button or use the count subcommand, you can choose between having the values of the weights rounded or truncated.  You can learn more about weights in SPSS by seeing the SPSS Command Syntax Reference and look up the section on WEIGHT.

In Stata

Stata recognizes all four type of weights.  You can specify which type of weight you have by using the weight option after a command.  Note that not all commands recognize all types of weights.  If you use the svyset command, the weight that you specify must be a probability weight. You can find out more about using weights in Stata by seeing help weight.

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