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Re: st: IPW with OLOGIT


From   Steven Samuels <sjhsamuels@earthlink.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: IPW with OLOGIT
Date   Mon, 7 Apr 2008 13:31:15 -0400

Michael,

I am not expert in this area. That said, your post is confusing to me.

• I don't see why you want to use -ologit-. The important part of a treatment selection model is to model the probability of selection into a treatment group. The outcomes of treatments might be ordered by treatment, but there is no reason to assume a priori that the selection probabilities should be ordered by treatment number.

• You state you have a count outcome, but your specification for the - glm- command is for a binary outcome.

• The -glm- command does not take a -svy- prefix. Try "help svy_estimation" for a list of commands that will take survey weights and design factors.

•To use a survey weight, you would need to -svyset- your data after creating your new weights; then you would need to use the -svy- prefix for your command.

• Wooldridge's example of treatment selection is for the purpose of estimating individual population means; then taking the difference between those means. For that purpose you would need to define three weights ipw1, ipw2, ipw3 based on p1, p2, and p3. (See help for - generate-) Run your second regression model three times, each with a different weight, you would average the predicted values over the entire sample. The post-estimation command -predictnl- might compute the difference between means.

• Wooldridge's method would estimate a difference between populations means unadjusted for covariates. Is this what you want?

• Apparently Wooldridge's doubly-robust variance-matrices take into account variability due to computing the propensity scores, although I don't quite follow the argument . You could also bootstrap or jackknife the entire process. As sums are over the entire sample, then an estimated contrast in means is an average of the contrast in the predicted values of individual predictions.


• As you have the same variables ("$var") on the right hand side of your treatment and outcome equations, I don't see a need for the IPW model at all.


-Steven


I am trying to adjust for selection on observables using propensity
scores as inverse probability weights (ipw), following Wooldridge ("IPW
Estimation for General Missing Data Problems"). My dataset has a
complex survey design with survey weights (svywt), and I want to adjust
for selection bias of an ordered treatment (t1,t2,t3) on a count
outcome. Can someone help me with the Stata code to compute the IPW
using the predicted probabilities as propensity scores? I want to
compute IPW by multiplying the survey weight*(1/propensity score),
following Zanutto et al. (2005).

ologit t_cat $var
predict p1 p2 p3

/*Here's where I need help*/
ipw=svywt*[1/p1 ...]

glm depvar $var t2 t3 [pweight=ipw], fam(bin) link(logit) irls robust


Thanks in advance,
Mike


Michael F. Furukawa, PhD
Assistant Professor
Health Management and Policy
W. P. Carey School of Business
Arizona State University
(480) 965-2363

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