文档介绍：stata的权重
weight -- Weights
Remarks
Most Stata commands can deal with weighted data. Stata allows four kinds
of weights:
1. fweights, or frequency weights, are weights that indicate the number
of duplicated observations.
2. pweights, or sampling weights, are weights that denote the inverse of
the probability that the observation is included because of the
sampling design.
3. aweights, or analytic weights, are weights that are inversely
proportional to the variance of an observation; ., the variance of
the jth observation is assumed to be sigma^2/w_j, where w_j are the
weights. Typically, the observations represent averages and the
weights are the number of elements that gave rise to the average.
For most Stata commands, the recorded scale of aweights is
irrelevant; Stata internally rescales them to sum to N, the number of
observations in your data, when it uses them.
4. iweights, or importance weights, are weights that indicate the
"importance" of the observation in some vague sense. iweights have
no formal statistical definition; any command that supports iweights
will define exactly how they are treated. Usually, they are intended
for use by programmers who want to produce a certain computation.