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From |
Stas Kolenikov <[email protected]> |

To |
[email protected] |

Subject |
Re: st: Program syntax for svy bootstrap or bs4rw |

Date |
Sat, 23 Jun 2012 13:07:29 -0500 |

As a short cut, you can try to omit -eclass-, so that your program leaves the last estimates in the memory, treat the weights as [iw], and run -bs4rw _b- to produce the standard errors. On Sat, Jun 23, 2012 at 12:26 PM, Steve Samuels <[email protected]> wrote: > Sorry for the double post. I had two drafts of the original message and forgotten that I had sent one. > > S. > > The Programming manual entry "Writing programs for use with svy" says that to use a command with a svy prefix it must return e(b), e(N), and e(sample). Even though you use none of these, perhaps their absence is causing the error. > > > Steve > [email protected] > > On Jun 22, 2012, at 8:09 PM, Mark McGovern wrote: > > Thank you very much for the suggestion, I will look again at cmp. The > point of this is to use interviewer effects for selection. There are > some alternative approaches, however they all involve a similar two > step procedure which would require a similar bootstrap for the > standard errors. I have added weights to the program commands, however > I must still be omitting something else. Error: "last estimates not > found" Any further thoughts would be appreciated. > > webuse nmihs_bs > svyset _n [pweight=finwgt], bsrweight(bsrw1-bsrw5) vce(bootstrap) > singleunit(missing) > > program define test1, eclass properties(svyb) > syntax [if] [pw iw] [, NULLOPT] > xi:reg age race [`weight'`exp'] > capture drop re1 > predict re1 > xi:reg birthwgt re1 [`weight'`exp'] > ereturn local cmd="test1" > end > > svy : test1 > > Regards, > > Mark > > On Fri, Jun 22, 2012 at 3:35 PM, Stas Kolenikov <[email protected]> wrote: >> Your program does not use the weights anywhere. It accepts them, as >> the -svy- requirements specify, but it just absorbs them without >> passing them on to the estimation commands. So it does run the same >> commands on the same data set, even though -svy bootstrap- does the >> best job it can in giving the right weights to you. >> >> In general, I would find it questionable that you make point >> predictions of the random effects and use them in any serious way >> later. The random effects must be integrated over, and you need to >> find a way to do that within your convoluted version of the Heckman >> model. May be you can cast this as a -cmp- model -- check David >> Roodman's work on that. >> >> On Fri, Jun 22, 2012 at 11:59 AM, Mark McGovern <[email protected]> wrote: >>> Dear all, >>> >>> I am attempting to write a simple program for a bootstrap in which >>> predicted values (random effects) are estimated in a first stage and >>> then used in a heckman selection model in the second. >>> >>> This works fine when I use the standard bootstrap command, however I >>> am using survey data and would like to account for this with SVY as >>> discussed on this list previously. >>> >>> I have tried to meet the syntax requirements for SVY as outlined in >>> the programming manual, and have tried various additions but I am >>> having trouble with the program. I noted the discussion on >>> http://www.stata.com/statalist/archive/2011-03/msg01442.html and also >>> tried the bs4rw command. I would appreciate your advice. I am using >>> Stata 12 MP. >>> >>> Here is a simple illustration with the NHIMES data. I find that the >>> same sample is used in each bootstrap. >>> >>> I svyset the data and run the command (with just 5 replications for testing). >>> >>> webuse nmihs_bs >>> svyset _n [pweight=finwgt], bsrweight(bsrw1-bsrw5) vce(bootstrap) >>> singleunit(missing) >>> >>> program define test1, eclass properties(svyb) >>> syntax [if] [pw iw] [, NULLOPT] >>> xi:reg age race >>> capture drop re1 >>> predict re1 >>> xi:reg birthwgt re1 >>> ereturn local cmd="test1" >>> end >>> >>> svy : test1 >>> >>> bs4rw , rw(bsrw1-bsrw5) noisily: test1 [pweight=finwgt] >>> >>> Regards, >>> >>> Mark >>> * >>> * For searches and help try: >>> * http://www.stata.com/help.cgi?search >>> * http://www.stata.com/support/statalist/faq >>> * http://www.ats.ucla.edu/stat/stata/ >> >> >> >> -- >> ---- Stas Kolenikov >> -- http://stas.kolenikov.name >> ---- Senior Survey Statistician, Abt SRBI >> -- Opinions stated in this email are mine only, and do not reflect the >> position of my employer >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ -- ---- Stas Kolenikov -- http://stas.kolenikov.name ---- Senior Survey Statistician, Abt SRBI -- Opinions stated in this email are mine only, and do not reflect the position of my employer * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Program syntax for svy bootstrap or bs4rw***From:*Mark McGovern <[email protected]>

**References**:**st: Program syntax for svy bootstrap or bs4rw***From:*Mark McGovern <[email protected]>

**Re: st: Program syntax for svy bootstrap or bs4rw***From:*Stas Kolenikov <[email protected]>

**Re: st: Program syntax for svy bootstrap or bs4rw***From:*Mark McGovern <[email protected]>

**Re: st: Program syntax for svy bootstrap or bs4rw***From:*Steve Samuels <[email protected]>

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