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Re: st: probability weights and GMM?


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: probability weights and GMM?
Date   Mon, 10 Dec 2007 10:20:36 -0500

Peter Siminski <p.siminski@student.unsw.edu.au>:
At some point in the distant future, -ivpois- will support -svy-, but
in the meantime, you can supply your PSU variable to the -cluster-
option to get the most important svy correction (the -cluster- option
is passed to -bootstrap-), usually resulting in larger standard
errors.  Weights are not currently supported--sorry!

On Dec 10, 2007 5:56 AM, Peter Siminski <p.siminski@student.unsw.edu.au> wrote:
> 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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