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Re: st: suest after svy:clogit


From   Klaus Nowotny <klaus.nowotny@sbg.ac.at>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: suest after svy:clogit
Date   Fri, 17 May 2013 17:32:16 +0200

Dear Maarten,

thanks for the answer and the hint comcerning the iweights. But changing svyset to

svyset id [pw=weight]

does not solve my initial problem. I've already estimated the model using interactions, but it would have been interesting to know why I get the "option cluster() is not allowed"-error.

In any case, thanks a lot!
Klaus

Am 17.05.2013 13:14, schrieb Maarten Buis:

On Thu, May 16, 2013 at 6:31 PM, Klaus Nowotny wrote:
I am having troubles using suest to test the equality of coefficients across
two groups after svy:clogit. My survey data is set up as follows:

svyset id [iw=weight]
To quote -help weight-: "iweights, or importance weights, are weights
that indicate the "importance" of the observation in some vague sense.
  iweights have no formal statistical definition; any command that
supports iweights will define exactly how they are treated.  Usually,
they are intended for use by programmers who want to produce a certain
computation."

So using iweights for a statistical analysis is almost certainly a mistake.

I then estimate the model for two subgroups:

svy, subpop(if group==1): clogit choice x1 x2, group(id)
est sto group1
svy, subpop(if group==2): clogit choice x1 x2, group(id)
est sto group2

To test for the equality of the coefficients of x1 across the two groups I
follow the Stata reference manual for suest and enter

suest group1 group2

but Stata returns "r(198); option cluster() is not allowed with svy results"
although I never entered the cluster option anywhere.
Why not just estimate the entire model in one go?

svy : clogit choice i.group##(c.x1 c.x2), group(id)

Hope this helps,
Maarten

  The same occurs if I
try the alternative procedure suggested in the reference manual:

clogit choice x1 x2 if group==1 [iw=weight], group(id)
est sto group1
clogit choice x1 x2 if group==2 [iw=weight], group(id)
suest group1 group2, svy

Why do I keep getting this error message? Any help would be greatly
appreciated!

Thanks,
Klaus

--
Klaus Nowotny
University of Salzburg

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--
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
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