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st: on WLS in a survey dataset.


From   "G. Dai" <[email protected]>
To   [email protected]
Subject   st: on WLS in a survey dataset.
Date   Fri, 2 Jul 2010 10:48:53 -0700

dear all,

I'm using a survey dataset right now and all things work fine except
the following problem:

After setting the survey data, i need to do a Tobit analysis since my
dependent variable is truncated some way.

However, the variance of the error term in the Tobit regression is
known, actually they are heteroscedastical and

can be estimated. To get the efficient estimator, I try to do the commands:

 ::: svyset raehsamp [pw=wtresp],strata(raestrat) singleunit(certainty)

 ::: svy: Tobit y x [aw=1/variance],ll() ul()

Obviously, the above wouldn't work since we can't have weight again
after declaring the survey data. So, I'm thinking

how to incorporate the variance weight into the regression. any
suggestion is appreciated.

Guang
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