My guess rather is that there are PSUs with all y's missing. That's OK
for -svyheckman-, as it treats them as valid observations, but
-svyregress- takes them out, and ends up with one PSU per some strata.
Of course there is also a worst case that you've found a bug, and
-svyheckman- should have complained about single PSU, too, but it did
not. My guess would be that the -svy- commands have a common engine
for the variance estimation, and it should provide this error message
for any -svy- command when it runs into a single PSU/stratum problem.
Stas
On Tue, 16 Nov 2004 16:28:53 +0000, Rafa De Hoyos <[email protected]>
wrote:
>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
--
Stas Kolenikov
http://stas.kolenikov.name
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