[R] Run a fixed effect regression and a logit regression on a national survey that need to be "weighted"

laura roncaglia roncaglia.laura at gmail.com
Tue Sep 20 12:04:24 CEST 2016


I am a beginner user of R. I am using a national survey to test what
variables influence the partecipation in complementary pensions (the
partecipation in complementary pension is voluntary in my country).

Since the dependent variable is a dummy (1 if the person partecipate and 0
otherwise) I want to run a logit or probit regression; moreover I want to
run a fixed effect regression since I subset the survey in order to have
only the individuals interviewed more than one time.

The data frame is composed by several social and economical variables and
it also contain a variable "weight" which is the survey weight (they are
weighting coefficients to adjust the results of the sample to the national
data).

 family pers sex income pension1     10    1   F  10000       12
20    1   F  20000       13     20    2   M  40000       04     30
1   M  25000       05     30    2   F  50000       06     40    1   M
60000       1

pers is the component of the family and pension takes 1 if the person
partecipate to complementary pension (it is a semplification of the
original survey, which contains more variables and observation (aroun 22k
observations)).

I know how to use the plm and glm functions for a fixed effect or logit
regressoin; in this case I don't know what to do since I need to take
account of the survey weights.

I used the svydesing function to "weight" the data frame:

df1 <- svydesign(ids=~1, data=df, weights=~dfweight)

I used ids=~1 because there isn't a "cluster" variable in the survey (I
know that the towns are ramdomly selected and then individuals are ramdomly
selected, but there isn't a variable that indicate the stratification).

At this point I am lost: I don't know if it is right to use the survey
package and then what function use to run the regression, or there is a way
to use the plm or glm functions taking account of the weights.

I tried so hard to search a solution on the website but if you could give
me an answer I'd be glad.

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