st: svyregress and single psu

["Rafa De Hoyos" <redeho@hotmail.com>]

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-.

Any thoughts about this?

Many thanks,

Rafa


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