Weighting cases on two different level I work on Eurobarometer data. There are weights for countries but some countries are divided in parts with specific weights to reconstitute the whole. I need to apply the latter first and the former afterwards. I do not know how to do that.
Example: weights for counties; specific weights for east and west Germany. I have to apply first east and west Germany weights to get Germany and compare it to the other countries with the country-weight.
I am using Spss for data manipulation and Stata for the rest. 
 A: According to the Eurobarometer documentation, the across-country weight already includes the within-country weighting (as is the norm for such data), so you should only need to apply the across-country weighting variable.
It is easy enough to check if this is the case. Just filter the data to look at one country (e.g., Germany), and check that the two weights have a correlation of 1. If this is the case, just use the across-country weight. If no correlation can be computed, because there is no variation in the across-country weight, the solution is to divided the within country weight by its total in each country and multiply by the sample size, and then multiply by the across-country weight.  If some other correlation is computed, you will need to get in touch with the people that created the weight.
A: For all those that are working on Eurobarometer, please note that there exists a patch to unite East and West Germany as well as Northern Ireland and Great Britain. The patch can be found on http://www.gesis.org/eurobarometer-data-service/survey-series/standard-special-eb/weighting-overview/ 
Look at the column on the right. It basically substitutes one weighting with an other for those two cases.
Hope it will help,
