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Re: st: svyregress and single psu


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: svyregress and single psu
Date   Tue, 16 Nov 2004 13:26:19 -0500

My guess rather is that there are PSUs with all y's missing. That's OK
for -svyheckman-, as it treats them as valid observations, but
-svyregress- takes them out, and ends up with one PSU per some strata.

Of course there is also a worst case that you've found a bug, and
-svyheckman- should have complained about single PSU, too, but it did
not. My guess would be that the -svy- commands have a common engine
for the variance estimation, and it should provide this error message
for any -svy- command when it runs into a single PSU/stratum problem.

Stas

On Tue, 16 Nov 2004 16:28:53 +0000, Rafa De Hoyos <redeho@hotmail.com> wrote:
> 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

-- 
Stas Kolenikov
http://stas.kolenikov.name
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