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 test with svy prefix


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: IV test with svy prefix
Date   Thu, 7 Jun 2012 14:48:58 -0500

You can try to specify -force- option with -hausman-. The problem with
-svy- data though is that the plain -regress- is no longer
asymptotically efficient, so the difference of the two variance
matrices may not be positive definite even in the population.

On Thu, Jun 7, 2012 at 1:20 PM, ming li <limingnancy.pku@gmail.com> wrote:
> Dear statalist,
>
> I'm using instrumental variable with svy prefix. I find both overid
> and hausman test cannot be used with svy prefix. Do you have any idea
> about how to conduct IV tests with svy prefix?
>
> Many thanks!
>
> Ming
> *
> *   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/



-- 
---- Stas Kolenikov
-- http://stas.kolenikov.name
---- Senior Survey Statistician, Abt SRBI
-- Opinions stated in this email are mine only, and do not reflect the
position of my employer

*
*   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