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Re: [SPAM] RE: st: RE: svy probit/logit iv
At 01:34 PM 7/12/2006, Zhu, Liye wrote:
Thanks for Professor Williams' answer!
Liye, I suggest running this example I provided earlier:
When I use -suest ml, svy- after -ivprobit- and -est store-, the
error message is "option svy not allowed, r(198);". I already did
-svyset [pweight=wtper2], strata(stratawr) psu(psuwrx)-. I am using Stata 9.2.
ivprobit diabetes female (heartatk = rural) [iw=finalwgt]
est store m1
suest m1, svy
If you get an error message, then I suspect your Stata installation
has problems, e.g. your ado files may not be up to date.
If my example does run, I would suggest posting your code and
output. My guess is you are typing something wrong or are not
properly svysetting the file, but it is impossible to tell without
seeing what you actually did. Indeed, if that is the way you typed
in the svyset command, it looks wrong to me; I think it should be
svyset psuwrx [pweight=wtper2], strata(stratawr)
Another question: how do you choose iweight in -ivprobit-? In my
case, the survey data only provides one weight variable, which is
recommended by the codebook to be used as "svyset [pweight=wtper2],
strata(stratawr) psu(psuwrx)". Since there is no other weight
variable, in -ivprobit-, I set [iweight=wtper2]. I am not quite sure
if this is where the problem comes from.
See my above example.
Question about -suest-: From Stata 9.2 help file, "The within-model
covariance matrices computed by suest are identical to those
obtained by specifying a robust or cluster() option during
estimation. suest, however, also estimates the between-model
covariances of parameter estimates.". Since I am using -ivprobit-,
does this mean there is any between-model covariances of parameter
estimates? If not, then the ways to use -suest- and to specify
robust or cluster() option during estimation are identical. right?
The above refers to when you are estimating 2 or more models. You
might do this if, say, you wanted to test equality of coefficients
across models. You are only doing one estimation in this case.
If using suest, you should not also specify robust and cluster. Like
the help for suest says, "Estimation should take place without the
options robust or cluster(). suest always computes the robust
estimator of the (co)variance, and suest has a cluster() option."
The whole reason you are using suest in the first place is because
robust and cluster aren't enough, i.e. they don't capture the effects
of your stratification variable.
Last question about score: it seems that Stata 9.2 considers score
as old. So commands in Stata 9.2, such as -ivprobit-, do not
surpport score. I do not need to specify score in -ivprobit-.
Correct? By the way, I am not familiar with the score option.
No, you don't need to specify it in Stata 9. Suest will take care of
this for you. Again, you can use my example as a template for your
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
WWW (personal): http://www.nd.edu/~rwilliam
WWW (department): http://www.nd.edu/~soc
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