Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st:

From   [email protected] (Jeff Pitblado, StataCorp LP)
To   [email protected]
Subject   Re: st:
Date   Fri, 08 Oct 2004 09:48:34 -0500

Eric Sevigny <[email protected]> needs to use -truncreg- with survey data:

> My question involves Stata's capability to estimate design-based truncation 
> regression models.  I am using complex survey data, incorporating weights, 
> strata, and psu. I also have a truncated dependent variable in which I have 
> no observations for cases when y is below a certain cutoff and, therefore, 
> want to estimate a truncated regression model. While Stata's survey 
> estimation capabilities include models for other limited dependent 
> variables (e.g., svyintreg), it does not explicitly implement this 
> capability for truncated regression. Thus, as I see it, I have several 
> options, which I would appreciate any comment on.
> 1) Use -truncreg- options to estimate truncated regression models that 
> partially adjust for design elements. Specifically, that would mean 
> ignoring strata (or disaggregating analyses by strata) while accounting for 
> just the pweights and clusters. This is unsatisfactory because (i) possible 
> problems in variance estimates for analyses that are not fully 
> disaggregated by strata and (ii) problems with having incorrect df in any 
> postestimation tests.
> 2) Estimate totally model-based -truncreg- and then use -suest- to survey 
> adjust the estimates. Unfortunately, this won't work unless -truncreg- is 
> somehow reprogrammed to accept iweights, which are needed for use with 
> -suest-. Even if this capability were implemented, I am not sure 
> postestimation tests would be performed with correct df.
> 3) This is probably the best option, but I'm not sure I have the 
> statistical/programming ability to implement it. It is to use Stata's -ml- 
> capabilities to create an estimation command that accounts for both the 
> truncation and survey design. I know -ml- has survey estimation 
> capabilities, but am not sure if truncated regression estimation has any 
> inherent or theoretical limitations for such implementation.
> In any event, I would greatly appreciate any technical, methodological, 
> programming, and/or theoretical comments anyone could provide on this issue.

There is no reason why -truncreg- does not accept -iweight-s.  If it did, then
option 2) above is the way to go.  We will add -iweight-s to -truncreg- and
hopefully have this change avaible in the next ado-file update.

> Even if this capability were implemented, I am not sure postestimation tests
> would be performed with correct df.

-suest-, when used with the -svy- option will result in the correct df:

	e(df_r) = # of PSUs - # of Strata

[email protected]
*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index