Hello All-
I am running an -mlogit- model on complex survey data. In estimating the
model, I am running into the all-too-common insufficient degrees of
freedom problem (I have 40 PSUs and 10 strata and thus 30 df).
There have been a number of suggestions in the literature to work around
this issue, e.g., ignore either the strata or PSU boundaries, randomly
split each PSU into two pseudo-PSUs, etc.
My question revolves around Stata's recent but poorly documented -dof()-
option with -svyset-. Regardless of its merit, let's say I want to more
than double my df by creating pseudo-PSUs. I could do this manually and
randomly divide the PSUs, giving 80 - 10 = 70 df. My question is this:
Can I leave the PSUs as is and simply include -dof(70)- in my -svyset-
command and achieve in effect the same result?
Regards,
Eric L. Sevigny, Ph.D.
Assistant Professor
Department of Criminology and Criminal Justice
University of South Carolina
1305 Greene St
Columbia, SC 29208
(803) 777-7043 (office)
sevigny@mailbox.sc.edu
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