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Re: st: svyregress and single psu


From   "Rafa De Hoyos" <redeho@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: svyregress and single psu
Date   Thu, 18 Nov 2004 16:54:50 +0000

Stas,

Thanks for your answer.

Your were right, there are some PSUs with only missing values for y. This is due to the nature of the problem that -svyheckman- tries to address, i.e. we do not observe y but for those whose selection equation: gamma*z + n >0.

However, the regression on the main equation (y = beta*x + lambda*mills + u) should take only those values of y that are observed, hence facing the single PSU problem. This is true when we follow a two-stage procedure. However all svy estimators follow a--pseudo--ML method (except svyregress and svyivreg); although I can see how -svyheckman- is taking a larger sample than -svyreg- I cannot see how this estimates can be meaningful given the single PSUs detected by the two-step procedure (or by svyreg y x).

Best,

Rafa











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