wgtdistrim: Stata module for trimming extreme sampling weights

Stata module that implements Potter's (1990) weight distribution approach to trim extreme sampling weights. The basic idea is that the sampling weights are assumed to follow a beta distribution. The parameters of the distribution are estimated from the moments of the observed sampling weights and the resulting quantiles are used as cut-off points for extreme sampling weights. The process is repeated a specified number of times (10 by default) or until no sampling weights are more extreme than the specified quantiles. Stata module that implements Potter's (1990) weight distribution approach to trim extreme sampling weights. The basic idea is that the sampling weights are assumed to follow a beta distribution. The parameters of the distribution are estimated from the moments of the observed sampling weights and the resulting quantiles are used as cut-off points for extreme sampling weights. The process is repeated a specified number of times (10 by default) or until no sampling weights are more extreme than the specified quantiles.