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  • How to use longitudinal weights with IVFE Model

    Hello, I am currently running an IVFE Model with panel data (national survey data). I am considering to use longitudinal weight to solve the potential attrition issue, but I am still quite confused about how to use it in Stata. So I would be really appreciated if anyone can give me some help. My current code is:
    xtivreg diseaseoutcome age_diffy age_diffy2 inter1 inter2 (retired = pensionable_age) i.wave if age_diff>=-10 & age_diff<=10 & labor_force==1, first fe vce(r)

    My questions are:
    1. should I construct a strongly balanced panel ( I am going to use data from wave 4 to 7) for the weight analysis?
    2. I have longitudinal weight data like _lw45 for respondents that responded to both Wave 4 and Wave 5, and also _lw56, _lw67, which longitudinal data should I included for my analysis?
    3. How could I use the weight data? I tried:
    xtivreg diseaseoutcome age_diffy age_diffy2 inter1 inter2 (retired = pensionable_age) i.wave [ aw=_lw67 ] if age_diff>=-10 & age_diff<=10 & labor_force==1, first fe vce(r)

    xtivreg2 diseaseoutcome age_diffy age_diffy2 inter1 inter2 (retired = pensionable_age) i.wave [ aw=_lw67 ] if age_diff>=-10 & age_diff<=10 & labor_force==1, first fe vce(r)

    ivreghdfe diseaseoutcome age_diffy age_diffy2 inter1 inter2 (retired = pensionable_age) [ aw=_lw67 ] if age_diffy>=-10 & age_diffy<=10 & labor_force==1 & exist==1,absorb(wave newid) cluster(newid)

    But none of them works. I am really confused about command. Please help me!!! Really appreciated!
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