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From |
Steve Samuels <sjsamuels@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Program syntax for svy bootstrap or bs4rw |

Date |
Sat, 23 Jun 2012 13:26:43 -0400 |

Sorry for the double post. I had two drafts of the original message and forgotten that I had sent one. S. The Programming manual entry "Writing programs for use with svy" says that to use a command with a svy prefix it must return e(b), e(N), and e(sample). Even though you use none of these, perhaps their absence is causing the error. Steve sjsamuels@gmail.com On Jun 22, 2012, at 8:09 PM, Mark McGovern wrote: Thank you very much for the suggestion, I will look again at cmp. The point of this is to use interviewer effects for selection. There are some alternative approaches, however they all involve a similar two step procedure which would require a similar bootstrap for the standard errors. I have added weights to the program commands, however I must still be omitting something else. Error: "last estimates not found" Any further thoughts would be appreciated. webuse nmihs_bs svyset _n [pweight=finwgt], bsrweight(bsrw1-bsrw5) vce(bootstrap) singleunit(missing) program define test1, eclass properties(svyb) syntax [if] [pw iw] [, NULLOPT] xi:reg age race [`weight'`exp'] capture drop re1 predict re1 xi:reg birthwgt re1 [`weight'`exp'] ereturn local cmd="test1" end svy : test1 Regards, Mark On Fri, Jun 22, 2012 at 3:35 PM, Stas Kolenikov <skolenik@gmail.com> wrote: > Your program does not use the weights anywhere. It accepts them, as > the -svy- requirements specify, but it just absorbs them without > passing them on to the estimation commands. So it does run the same > commands on the same data set, even though -svy bootstrap- does the > best job it can in giving the right weights to you. > > In general, I would find it questionable that you make point > predictions of the random effects and use them in any serious way > later. The random effects must be integrated over, and you need to > find a way to do that within your convoluted version of the Heckman > model. May be you can cast this as a -cmp- model -- check David > Roodman's work on that. > > On Fri, Jun 22, 2012 at 11:59 AM, Mark McGovern <markemcgovern@gmail.com> wrote: >> Dear all, >> >> I am attempting to write a simple program for a bootstrap in which >> predicted values (random effects) are estimated in a first stage and >> then used in a heckman selection model in the second. >> >> This works fine when I use the standard bootstrap command, however I >> am using survey data and would like to account for this with SVY as >> discussed on this list previously. >> >> I have tried to meet the syntax requirements for SVY as outlined in >> the programming manual, and have tried various additions but I am >> having trouble with the program. I noted the discussion on >> http://www.stata.com/statalist/archive/2011-03/msg01442.html and also >> tried the bs4rw command. I would appreciate your advice. I am using >> Stata 12 MP. >> >> Here is a simple illustration with the NHIMES data. I find that the >> same sample is used in each bootstrap. >> >> I svyset the data and run the command (with just 5 replications for testing). >> >> webuse nmihs_bs >> svyset _n [pweight=finwgt], bsrweight(bsrw1-bsrw5) vce(bootstrap) >> singleunit(missing) >> >> program define test1, eclass properties(svyb) >> syntax [if] [pw iw] [, NULLOPT] >> xi:reg age race >> capture drop re1 >> predict re1 >> xi:reg birthwgt re1 >> ereturn local cmd="test1" >> end >> >> svy : test1 >> >> bs4rw , rw(bsrw1-bsrw5) noisily: test1 [pweight=finwgt] >> >> Regards, >> >> Mark >> * >> * 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/ * * 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: Program syntax for svy bootstrap or bs4rw***From:*Stas Kolenikov <skolenik@gmail.com>

**References**:**st: Program syntax for svy bootstrap or bs4rw***From:*Mark McGovern <markemcgovern@gmail.com>

**Re: st: Program syntax for svy bootstrap or bs4rw***From:*Stas Kolenikov <skolenik@gmail.com>

**Re: st: Program syntax for svy bootstrap or bs4rw***From:*Mark McGovern <markemcgovern@gmail.com>

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