Following Carlo's track, I wonder whether a survey design - svy + weights - would'nt fit with your needs.
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. sysuse auto.dta (1978 Automobile Data) . tab foreign Car type | Freq. Percent Cum. ------------+----------------------------------- Domestic | 52 70.27 70.27 Foreign | 22 29.73 100.00 ------------+----------------------------------- Total | 74 100.00 . g prob=0.50 if foreign==0 (22 missing values generated) . replace prob=0.50 if foreign==1 (22 real changes made) . regress price mpg i.rep78 [pw=1/prob] (sum of wgt is 1.3800e+02) Linear regression Number of obs = 69 F(5, 63) = 5.77 Prob > F = 0.0002 R-squared = 0.2584 Root MSE = 2605.8 ------------------------------------------------------------------------------ | Robust price | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- mpg | -280.2615 61.23892 -4.58 0.000 -402.6377 -157.8853 | rep78 | 2 | 877.6347 1061.865 0.83 0.412 -1244.334 2999.603 3 | 1425.657 649.6622 2.19 0.032 127.4107 2723.903 4 | 1693.841 583.9808 2.90 0.005 526.8484 2860.834 5 | 3131.982 840.6517 3.73 0.000 1452.074 4811.891 | _cons | 10449.99 1332.468 7.84 0.000 7787.266 13112.72 ------------------------------------------------------------------------------
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