Clogit mit unterschiedlichen weights

[Sebastian Grein]

I want to run a clogit regression with different weights. I created my sample with PSM and therefore I have different weights to consider (0.33 for each of the 3 control firms and 1 for the original firm). I tried to use the [pweight=_weight] option when running the regression but it says that each _weight within a group has to be the same. Can someone explain why it's not possible to have different weights?

[Jeff Wooldridge]

Are these data at the employee level? How many observations do you have? Please show Stata commands and output.