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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   Thu, 18 Nov 2004 12:09:58 -0500

-svyheckman- computes the PML for each observation, even with missing
y's, and by doing so it does not have the single PSU/stratum issue.

On Thu, 18 Nov 2004 16:54:50 +0000, Rafa De Hoyos <redeho@hotmail.com> wrote:
> 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).


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