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Re: st: coldiag2 in svy:reg

From   Richard Williams <>
Subject   Re: st: coldiag2 in svy:reg
Date   Tue, 01 Aug 2006 14:53:34 -0500

At 01:24 PM 8/1/2006, Huang, Shi wrote:
Dear list:

I was running svy:reg with pweight and psu. My question is whether the postestimation command COLDIAG2 already taken the weight and psu into account?
You might check with the author or try something where the result is known. However, my guess is that the answer is no. Just skimming through the code, I don't see how weights would get incorporated into the calculations. Further, the command was written for version 7, before the svy: prefix existed. But, I could be wrong.

In general, I would work under the assumption that a user-written post-estimation command does NOT work with svy, unless the documentation explicitly says so. For that matter, I wouldn't assume that it works correctly with weighted data unless the docs say so. Many user-written commands are old, and even if they aren't authors may not have anticipated all the different ways users may try to use their commands. You may be pleasantly surprised and find that it works fine, but don't just assume that until you've been able to confirm it. Indeed, it is possible that you'll get an answer, but it will be the wrong one, because the program has not checked to see if you were using weights or svy or whatever. There are some great freebie programs out there, but most of it has not undergone the level of error-checking that official Stata programs have.

Richard Williams, Notre Dame Dept of Sociology
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