# How does the probability weight, called a pweight in Stata, work?

I am using inverse weights in a panel data analysis (fixed effects) in Stata, to see if my regression coefficients are the same after I reweight the analysis to better represent respondents most similar to sample attritors.

In the analysis I reweight using reg y x [pw=ipw]

I found the following description of pweighting online:

PWEIGHT= person (case) weighting.

PWEIGHT= allows for differential weighting of persons. The standard weights are 1 for all persons. PWEIGHT of 2 has the same effect on item estimation as putting the person and responses into the analysis twice.

https://www.winsteps.com/winman/pweight.htm

I think this is a really neat way of thinking about weighting. But is this actually what pweighting, and particularly Stata, does? The description is from a different statistical software.

If not, then what (in non-technical terms if possible), is Stata doing when it pweights in order to give more weight to some individuals in the data, and less to others?

• I want to emphasise what you mention yourself. The link you're giving is to documentation for Winsteps Rasch Measurement and Rasch Analysis Software. Just because that software uses the term PWEIGHT does not make pweights in Stata equivalent. – Nick Cox Feb 18 at 12:05

From the estimation perspective, pweights is internally used the same way as any other weight. in OLS: $$min_{\beta} = \sum{(y-\beta X)^2 * w}$$ The only difference with other methods is during the estimation of standard errors. When you use pweights, is like requesting robust standard errors. (sandwich formula).
• Stata documentation is (1) bundled with whatever Stata you have downloaded if you use it (2) visible online regardless of whether you or your workplace have a license (licence). See stata.com/manuals/rregress.pdf for regress details. For a more general discussion see [U] 11.1.6 or stata.com/manuals/u11.pdf – Nick Cox Feb 18 at 12:10