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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   Wed, 12 Jul 2006 08:05:13 -0500

At 02:17 AM 7/12/2006, Zhu, Liye wrote:
Thank for Scott and Professor Williams's answers and suggestions! They are very helpful.

I just updated my Stata to 9.2. Now I can use -ivprobit-. But as Professor Williams said, -ivprobit- cannot be used after svy. I tried both suggestions by Professor Williams. (1)Changing -probit- and -regress- in the -ivprobit- ado file into -svyprobit- and -svyregress-, and saving it as -svyivprobit-. But the program cannot run correctly. The error message is "data not set up for svy, use svyset could not find initial values r(498)". Actually I already did - svyset [pweight=wtper2], strata(stratawr) psu(psuwrx)-. I set the trace on, but still could not figure out what is wrong with the code. (2) adding [iw=wgtvar] in -ivprobit-, and do -estimate store- and -suest-. However, -suest- cannot work with svy either. (-suest m1, svy- doesn't work, but -suest ml- can work). I am guessing that -suest- after -ivprobit- is to provide robust estimation, am I right? If so, why not just choose robust option in the original -ivprobit- command? Can you explain more about the purpose of -suest m1, svy-? Thank you.
suest m1, svy applies the sample design corrections so you get the correct standard errors. It is more than just robust standard errors, i.e. it takes into account the effects of clustering and stratification. As the help for suest says, the "svy [option] specifies that estimation results should be modified to reflect the survey design effects according to the svyset specifications."

When you say it doesn't work, what exactly is the error you are getting? The following works fine for me (the nhanes2f data are already svyset with pweight = finalwgt):

webuse nhanes2f
ivprobit diabetes female (heartatk = rural) [iw=finalwgt]
est store m1
suest m1, svy


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Richard Williams, Notre Dame Dept of Sociology
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