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Re: st: RE: svy probit/logit iv


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: svy probit/logit iv
Date   Tue, 11 Jul 2006 21:57:45 -0400

At 08:09 PM 7/11/2006, Scott Merryman wrote:
-help ivprobit- ?

-ivprobit- can handle pweights and cluster().  I do not work with survey
data, but doesn't this cover 2 of the 3 main characteristics of survey data
([svy] page 6)?

Scott
Sounds like a pretty reasonable guess! However, ivprobit was added in Stata 9. Life would be much simpler for Liye if s/he had Stata 9; besides adding ivprobit it also added much better svy support. For many commands, all you have to do is tack on an svy prefix, e.g. svy: regress .... And, even when the svy: prefix does not work (as appears to be the case with the ivprobit command) you can usually still get what you want with iweights and suest, e.g. do something like

ivprobit .... [iw=wgtvar]
estimates store m1
suest m1, svy

Assuming Liye is stuck with 8.2, I suggest typing -findit ivprob- and install those routines; according to the help files, they are improved versions of probitiv and tobitiv, and (unlike the originals) give correct standard errors.

I'm guessing Liye could then make a copy of the program and change the various probit and regress commands to svyprobit and svyregress. Alternatively, I bet Liye could hack the program to allow iweights, and then use the suest command, e.g.

myivprob .... [iw=wgtvar]
estimates store m1
suest m1, svy

I caution that my guesses might be wrong; there is a lot of matrix algebra in ivprob and I don't know for sure that it will still work ok with these hacks.

If you are doing much svy analysis, get Stata 9 if at all possible. Or, at least try to double-check some of the results from your hacked programs with Stata 9.


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Richard Williams, Notre Dame Dept of Sociology
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