[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: probability weights and GMM?

From   "Peter Siminski" <[email protected]>
To   <[email protected]>
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 Siminski
PhD Student
School of Economics / Social Policy Research Centre (SPRC)
University of New South Wales
Ph: 0425223257

*   For searches and help try:

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