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Re: st: GMM minimization of regional errors imputed from hhd level model


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: GMM minimization of regional errors imputed from hhd level model
Date   Fri, 28 Jun 2013 12:49:28 -0400

Vladimír Hlásny <vhlasny@gmail.com>:
As the FAQ hints, if you don't provide full references, don't expect
good answers.

I don't understand your description--how are you running a logit of
response on income, when you only have income for responders?  Can you
give a sense of what the data looks like?

On another topic, why would anyone expect response probability to be
monotonic in income?

On Fri, Jun 28, 2013 at 10:05 AM, Vladimír Hlásny <vhlasny@gmail.com> wrote:
> Hi,
> I am using a method by Korinek, Mistiaen and Ravallion (2007) to
> correct for unit-nonresponse bias. That involves estimating
> response-probability for each household,  inferring regional
> population from these probabilities, and fitting against actual
> regional populations. I must use household-level data and region-level
> data simultaneously, because coefficients in the household-level model
> are adjusted based on fit of the regional-level populations.
>
> I used a trick - manually resetting residuals of all but
> one-per-region household - but this trick doesn't produce perfect
> results. Please find the details, remaining problems, as well as the
> Stata code described below. Any thoughts on this?
>
> Thank you for any suggestions!
>
> Vladimir Hlasny
> Ewha Womans University
> Seoul, Korea
>
> Details:
> I am estimating households' probability to respond to a survey as a
> function of their income. For each responding household (12000), I
> have data on income. Also, at the level of region (3000), I know the
> number of responding and non-responding households.
>
> I declare a logit equation of response-probability as a function of
> income, to estimate it for all responding households.
>
> The identification is provided by fitting of population in each
> region. For each responding household, I estimate their true mass as
> the inverse of their response probability. Then I sum the
> response-probabilities for all households in a region, and fit it
> against the true population.
>
> Stata problem:
> I am estimating GMM at the regional level. But, to obtain the
> population estimate in each region, I calculate response-probabilities
> at the household level and sum them up in a region. This region-level
> fitting and response-probability estimation occurs
> simultaneously/iteratively -- as logit-coefficients are adjusted to
> minimize region-level residuals, households response-probabilities
> change.
>

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