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


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: xtabond2 for 2 DVs -- xtivreg2
Date   Thu, 16 Feb 2012 10:03:48 -0500

Lisa Marie Yarnell <lisayarnell@yahoo.com>:
Note that pweights+cluster is all the survey machinery you need, since
you are doing superpopulation inference.
I.e. you would be computing SE for your IV models even if you had the
whole population, not a sample.
You can restrict to a subpop with an -if- qualifier in your case.
If you have a stratified survey, you will not quite get the right SE,
so not quite the right superpopulation inference, but the theory for
IV superpopulation inference is not developed yet.
See also http://www.jstor.org/stable/3182811 and more recent papers
that cite that paper.

On Thu, Feb 16, 2012 at 8:49 AM, Lisa Marie Yarnell
<lisayarnell@yahoo.com> wrote:
> 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

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