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, statalist.org is already up and running.


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

Re: st: RE: xtabond2 for 2 DVs -- xtivreg2


From   Lisa Marie Yarnell <lisayarnell@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: xtabond2 for 2 DVs -- xtivreg2
Date   Thu, 16 Feb 2012 05:49:37 -0800 (PST)

Many thanks, Mark, for clarifying this!

All best,
Lisa

--- On Thu, 2/16/12, Schaffer, Mark E <M.E.Schaffer@hw.ac.uk> wrote:

> From: Schaffer, Mark E <M.E.Schaffer@hw.ac.uk>
> Subject: st: RE: xtabond2 for 2 DVs -- xtivreg2
> To: statalist@hsphsun2.harvard.edu
> Date: Thursday, February 16, 2012, 7:26 AM
> Lisa,
> 
> I'm afraid -xtivreg2- doesn't support any -svy- features,
> including subpop weights.
> 
> It is true that -xtivreg2- does "support" pweights, but only
> in the sense that it allows them.  They're equivalent
> to aweights+robust.  How you interpret the results of
> estimating with pweights is up to you.
> 
> HTH,
> Mark
> 
> > -----Original Message-----
> > From: owner-statalist@hsphsun2.harvard.edu
> 
> > [mailto:owner-statalist@hsphsun2.harvard.edu]
> On Behalf Of 
> > Lisa Marie Yarnell
> > Sent: 16 February 2012 04:34
> > To: statalist@hsphsun2.harvard.edu
> > Subject: st: xtabond2 for 2 DVs -- xtivreg2
> > 
> > Another model I was considering was xtivreg2.
> > 
> > I read that xtivreg2 not only handles instrumental
> variables 
> > (important to our analysis), but that it also handles
> pweights.
> > 
> > But can I use xtivreg2 if I want to apply subpopulation
> 
> > weights, and run models separately for men and women?
> > 
> > Granted, I am assuiming that if I choose xtivreg2, I
> will not 
> > be modeling 2 DVs at a time, but 1 at a time.
> > 
> > My MAIN QUESTION now is whether xtivreg2 handles subpop
> weights.
> > 
> > Thanks so much for everyone's help!
> > Lisa
> > 
> > 
> > --- On Wed, 2/15/12, Schaffer, Mark E <M.E.Schaffer@hw.ac.uk>
> wrote:
> > 
> > > From: Schaffer, Mark E <M.E.Schaffer@hw.ac.uk>
> > > Subject: RE: st: xtabond2 for 2 DVs?
> > > To: statalist@hsphsun2.harvard.edu
> > > Date: Wednesday, February 15, 2012, 4:47 PM Or
> perhaps the -gmm- 
> > > command.
> > > There are some dynamic panel data examples in the
> -gmm- help file.
> > > 
> > > --Mark
> > > 
> > > > -----Original Message-----
> > > > From: owner-statalist@hsphsun2.harvard.edu
> > > 
> > > > [mailto:owner-statalist@hsphsun2.harvard.edu]
> > > On Behalf Of
> > > > David Greenberg
> > > > Sent: 14 February 2012 22:06
> > > > To: statalist@hsphsun2.harvard.edu
> > > > Subject: Re: st: xtabond2 for 2 DVs?
> > > > 
> > > > I believe that the only way to do this in
> Stata is to
> > > use the
> > > > new sem command, which will estimate models
> with
> > > multiple
> > > > dependent variables.
> > > > David Greenberg, Sociology Department, New
> York
> > > University
> > > > 
> > > > On Tue, Feb 14, 2012 at 3:59 PM, Lisa Marie
> Yarnell 
> > > > <lisayarnell@yahoo.com>
> > > wrote:
> > > > > Hello,
> > > > >
> > > > > I am wondering if xtabond2 can handle
> multiple
> > > dependent
> > > > variables in a panel, simultaneously?
> > > > >
> > > > > Another possibility is xtivreg.  Does
> xtivreg
> > > handle
> > > > multiple dependent variables in a panel,
> > > simultaneously?  Or
> > > > do these models handle just one DV at a
> time?
> > > > >
> > > > > I was told that there is no model in
> Stata that
> > > handles
> > > > multiple DVs in panel models,
> simultaneously.  I know
> > > how to
> > > > run this model in Mplus using structural
> equation 
> > modeling--but was 
> > > > wondering if I can do it in Stata.
> > > > >
> > > > > Thanks,
> > > > > Lisa
> > > > >
> > > > > *
> > > > > *   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/
> > > > 
> > > 
> > > 
> > > --
> > > Heriot-Watt University is a Scottish charity
> registered 
> > under charity 
> > > number SC000278.
> > > 
> > > Heriot-Watt University is the Sunday Times
> Scottish 
> > University of the 
> > > Year 2011-2012
> > > 
> > > 
> > > 
> > > *
> > > *   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/
> > 
> 
> 
> -- 
> Heriot-Watt University is a Scottish charity
> registered under charity number SC000278.
> 
> Heriot-Watt University is the Sunday Times
> Scottish University of the Year 2011-2012
> 
> 
> 
> *
> *   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/


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