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Re: st: heckman two-step selection estimation for survey data


From   "Joao Ricardo F. Lima" <jricardofl@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: heckman two-step selection estimation for survey data
Date   Sat, 1 Nov 2008 13:56:49 -0300

Dear Mandy,

you can read the svy manual (Stata 10), page 75: "When used with
independently distributed, nonweighted data, the likelihood to be
maximized reflects the joint probability distribution of the data
given chosen model. With complex survey data, however, this
interpretation of the likelihood is no longer valid, as survey data
are weighted, not independently distributed, or both. Yet for survey
data, (valid) parameters estimates for a given model can be obtained
using the associated likelihood function with the appropriate
weignting. Since the probabilistic interpretation no longer holds, the
likelihood is instead called a pseudolikelihood....".

With survey data, you can´t use OLS (second-stage of the Heckman
two-stage) to get consistent estimators. With svy data you will max
the log pseudolikelihood.

Other experts can explain it better, but keep in mind that with svy
date, you can´t do heckman two-step.

HTH,

Joao Lima

2008/11/1 Mandy fu <mandy.fu1@gmail.com>:
> Hi all,
>
> I notice -svy:heckman- is not allowed to use -twostep-option,while
> -heckman- does not allow to use pweight. So, I got the silly question:
> how to do the heckman two-step estimation for survey data?
>
> [I checked the archives and find log time ago someone else has asked
> the question why -heckman-does not allow to use pw. But nobody
> answered yet. So, I ask again and feel free to let me know if the
> question does not make sense at all. So, I'll not waste time on this.]
>
> Thanks for your time!
>
> --
> Mandy
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-- 
-------------------------------
Joao Ricardo Lima
Professor
UFPB-CCA-DCFS
+553138923914
-------------------------------

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