Stata Weights
Stata supports multiple types of weights.
Contents
Description
Frequency weights (i.e., [fweight=wt]) reflect duplication of rows.
Inverse probability weights (i.e., [pweight=wt]) reflect the probabilities of sample selection across rows. These are appropriate for some types of survey analysis, but complex survey designs generally call for use of svyset.
Analytic weights (i.e., [aweight=wt]) reflect inverse contribution to variance.
'Importance' weights (i.e., [iweight=wt]) reflect relative importance. This is a facility supported for commands to invent uses for, rather than a facility with general use. Any command using importance weights should explicitly define what they mean in that domain.