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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 18:04:38 +0200

As that was the first thing I did, could you be more specific?

> If your interest is only in whether the coefficient of interest varies by groups why not include the appropriate interaction in the model and interpret the coefficient from the interaction directly?

Did that too, as mentioned.

Anyway, thanks for your time.
Klaus


Am 17.05.2013 17:44, schrieb William Buchanan:

Read the help file for -suest-.  If your interest is only in whether the coefficient of interest varies by groups why not include the appropriate interaction in the model and interpret the coefficient from the interaction directly?

HTH,
Billy

Sent from my iPhone

On May 17, 2013, at 8:32, Klaus Nowotny <klaus.nowotny@sbg.ac.at> wrote:

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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