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st: svyregress and single psu


From   "Rafa De Hoyos" <redeho@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: svyregress and single psu
Date   Tue, 16 Nov 2004 16:28:53 +0000

Im estimating a Heckman (1979) selection model using survey data:

svyheckman y x [if], sel(z)

I then estimate a model without correcting for selectivity:

svyregress y x [if]

In the first estimation all the results are reported, however for the -svyregress- model, error (460) i.e. stratum with only one PSU detected, is reported.

To identify the strata's with single PSU's I did the following:

svydes y x

As well as:

svydes y x z

In both cases Stata highlighted the strata with single PSU's. I can't see why -svyheckman- do not face the single PSU problem and carries-on and reports the estimations.

I have two guesses. The first one is that while estimating the "first-stage" probit in -svyheckman- some strata's are being deleted and these might be the ones containing a single PSU, hence when the main equation is being estimated, the single PSU problem is no longer there. The second guess is that the single-PSU problem is overcomed by the pseudo-maximum likelihood method used in -svyheckman-.

Any thoughts about this?

Many thanks,

Rafa


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