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st: probability weights and GMM?


From   "Peter Siminski" <p.siminski@student.unsw.edu.au>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: probability weights and GMM?
Date   Mon, 10 Dec 2007 21:56:38 +1100

I have just learned about Austin Nichols' -ivpois- command, thank you very
much Austin!

As a general question, can anyone advise me on using survey weights with
GMM? I have been trying to estimate an IV model on count data using GMM with
complex survey data. I was thinking I might be able to simply incorporate
the weights into the sample moment conditions, but I haven't had any luck
finding any references to support/refute such an attempt.

Thanks in advance,
Peter.

Peter Siminski
PhD Student
School of Economics / Social Policy Research Centre (SPRC)
University of New South Wales
Ph: 0425223257


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