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  • Weights in panel data

    I am using a panel data set of a survey with 4 waves (every 2 years for 8 years). The information given in each survey means that I have been able to create a panel with monthly observations.

    The survey has attrition and non respondent issues. I have weights for each wave as well as weights for the initial sampling.

    I am a bit lost how to include weights for each wave in my analysis when I am analysing at monthly level (i.e. T=96, not 4).

    Would anyone be able to guide me in the right direction?

    Thanks!
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