There seem to be a sample size adjustment in 2001, which causes it to jump from around 120,000 to 140,000. However, it does not happen just once. In April it increases, decreases in May, increases in June and then stays at a consistant level from july on. (sample sizes taken from here)
ex.
March – 116,663
April – 140,268
May – 118,323
June – 140,743
July – 142,178
However, it does not seem that the WTFINL or EARNWT variables account for the level changes in April and June. This issue was been addresed in this post from July 2015. However, I am seeing results similar to the ones outlined by the author of that post.
Is there a way around this issue? I have found that the NBER basic monthly files do not show a similar increase in sample size in April and June of 2001.
Thanks!