Im estimating a Heckman (1979) selection model using survey data:
svyheckman y x [if], sel(z)
I then estimate a model without correcting for selectivity:
svyregress y x [if]
In the first estimation all the results are reported, however for the
-svyregress- model, error (460) i.e. stratum with only one PSU detected, is
reported.
To identify the strata's with single PSU's I did the following:
svydes y x
As well as:
svydes y x z
In both cases Stata highlighted the strata with single PSU's. I can't see
why -svyheckman- do not face the single PSU problem and carries-on and
reports the estimations.
I have two guesses. The first one is that while estimating the "first-stage"
probit in -svyheckman- some strata's are being deleted and these might be
the ones containing a single PSU, hence when the main equation is being
estimated, the single PSU problem is no longer there. The second guess is
that the single-PSU problem is overcomed by the pseudo-maximum likelihood
method used in -svyheckman-.
