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Re: st: IV identification test using svy


From   Bill Lin <[email protected]>
To   [email protected]
Subject   Re: st: IV identification test using svy
Date   Sun, 4 Mar 2012 00:23:04 -0500

Just one more question: I can use pweights with ivreg2, but how can I
specify sub-population? using svy, we can use subpop, but how to do
this using ivreg2 ? Thanks,

On Sat, Mar 3, 2012 at 4:09 PM, Bill Lin <[email protected]> wrote:
> will try that, many thanks~
>
> On Sat, Mar 3, 2012 at 4:01 PM, William Buchanan
> <[email protected]> wrote:
>> 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
>>>
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>>
>>
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