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: IV identification test using svy


From   William Buchanan <william@williambuchanan.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: IV identification test using svy
Date   Sat, 3 Mar 2012 13:01:50 -0800

Hi Bill, 

You could run the model with ivreg2 (from SSC) with pweights.  The only major change you should notice in the models is that the standard errors in the non-svyset data will be larger.  I'm not positive of the effect it would have on the diagnostic tests that are available from -ivreg2- but it should at least help you to start moving in the right direction.

Billy



On Mar 3, 2012, at 12:36 PM, Bill Lin wrote:

> Dear All
> 
> Does any one know how to conduct over/under identification test for IV
> using the command: svy: ivregress.  I need to handle the complex
> survey design and want to use 2sls for IV estimation. ivreg2 does not
> work with the svy prefix. Thanks,
> 
> Bill
> 
> *
> *   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