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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/

**Follow-Ups**:**Re: st: RE: xtabond2 for 2 DVs -- xtivreg2***From:*Austin Nichols <austinnichols@gmail.com>

**References**:**st: RE: xtabond2 for 2 DVs -- xtivreg2***From:*"Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>

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