Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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


From   "Martin Weiss" <Martin.Weiss1@gmx.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: heckman two-step selection estimation for survey data
Date   Sun, 16 Nov 2008 16:47:46 +0100

See -h treatreg-:

"twostep, vce(), first, noskip, hazard(), and weights are not allowed with the svy prefix."

HTH
Martin
-------- Original-Nachricht --------
> Datum: 16 Nov 2008 11:21:12 +0000
> Von: Shehzad Ali <sia500@york.ac.uk>
> An: statalist@hsphsun2.harvard.edu
> Betreff: Re: st: heckman two-step selection estimation for survey data

> Dear listers,
> 
> Following on from the discussion on the use of weights with - heckman 
> twostep - can I ask would the same logic apply to treatment effects models
> like -treatreg twostep- ? To be precise, can -treatreg twostep- be used
> for 
> survey data although the twostep function does not allow use of weights or
> cluster?
> 
> Thank you,
> 
> Shehzad
> 
> On Nov 1 2008, Joao Ricardo F. Lima wrote:
> 
> >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interpretation of the likelihood is no longer valid, as survey data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
> >> *
> >> *   For searches and help try:
> >> *   http://www.stata.com/help.cgi?search
> >> *   http://www.stata.com/support/statalist/faq
> >> *   http://www.ats.ucla.edu/stat/stata/
> >>
> >
> >
> >
> >
> 
> 
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/

-- 
Martin Weiss
Hackersteigle 3
72076 Tübingen
00497071/793535
00491784597218

Ist Ihr Browser Vista-kompatibel? Jetzt die neuesten 
Browser-Versionen downloaden: http://www.gmx.net/de/go/browser
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index