Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

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

Re: st: on WLS in a survey dataset.

From   Stas Kolenikov <>
Subject   Re: st: on WLS in a survey dataset.
Date   Fri, 2 Jul 2010 14:50:04 -0500

You might have to write your own -ml lf- evaluator program... which
should be five or so lines of code: normal density for the continuous
case (accounting for the known variance), cdf for the truncated case.
Unfortunately, there is no code to steal as -tobit- is essentially a
built-in command.

On Fri, Jul 2, 2010 at 12:48 PM, G. Dai <> wrote:
> 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.

Stas Kolenikov, also found at
Small print: I use this email account for mailing lists only.

*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index