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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. > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: GMM minimization of regional errors imputed from hhd level model***From:*Vladimír Hlásny <vhlasny@gmail.com>

**References**:**st: GMM minimization of regional errors imputed from hhd level model***From:*Vladimír Hlásny <vhlasny@gmail.com>

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