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Re: Fwd: st: logit fe with svy panel data.


From   jpitblado@stata.com (Jeff Pitblado, StataCorp LP)
To   statalist@hsphsun2.harvard.edu
Subject   Re: Fwd: st: logit fe with svy panel data.
Date   Tue, 20 Dec 2011 12:09:01 -0600

Sumedha Gupta <suguptastatlist@gmail.com> sent me a follow-up question, which
I will share here:

> Thank you so much for your reply. I need a clarification though. What does
> 'levels of variable 'hhidpn' are
> > nested within the final stage sampling units' mean? hhidpn is the
> > individual level id number and I want to run an individual level fixed
> > effects model. Would that work?

Sumedha didn't show us how the data is -svyset-, so I felt I should mention
that -svy: clogit- puts certain restrictions on how the data is -svyset-; most
other -svy- estimation commands do not have this type of restriction.

My comment was a warning to Sumedha that if there is a variable that
identifies the sampling units in the stage just before the 'hhidpn' units are
selected, then that variable must be -svyset-. Also, if individuals were
sampled in the final sampling stage, then 'hhidpn' needs to be -svyset- in
the final stage.

For example, suppose Sumedha's data was a simple random sample of individuals,
and 'sampwgt' is the name of the variable containing the sampling weights.
The proper -svyset- for this setup is

	. svyset hhidpn [pw=sampwgt]

Failure to specify 'hhidpn' as the PSU variable will cause -svy: clogit-
report the error

	the group() variable is not nested within the final stage
	sampling units
	r(459);

--Jeff
jpitblado@stata.com
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