RE: st: RE: svy probit/logit iv

[Richard Williams <Richard.A.Williams.5@ND.edu>]

At 08:05 AM 7/12/2006, Richard Williams wrote:
> When you say it doesn't work, what exactly is the error you are 
> getting?  The following works fine for me (the nhanes2f data are 
> already svyset with pweight = finalwgt):
>
> webuse nhanes2f
> ivprobit diabetes female (heartatk = rural) [iw=finalwgt]
> est store m1
> suest m1, svy
Incidentally, the reason I happen to know this is because I asked 
Stata Tech support a while back why svy: did not work with 
-hetprob-.  Here was the response:
---------------------------------

> * Why doesn't hetprob work with svy:?  Is it because it would be
> statistically incorrect to do so, or is it just a programming
> problem?

There is no statistical reason; we just haven't gotten around to adding -svy-
support in -hetprob-.

        This is true for most of the standard Stata estimation commands that
        are not commonly mentioned in the survey literature.  As you could
        imagine, even though getting -svy- support for an -ml- based
        estimation command usually requires little extra programming, the
        documentation implications are quite large.  In time, we hope to have
        all of these commands support the -svy- prefix.

That being said, there is a way to get survey estimation results out of
standard estimation commands that do not currently (but could) support the
-svy- prefix.  Look into the -svy- option of -suest-.  For example,

        svyset psu [pw=pwgt]
        hetprob y x1 x2 [iw=pwgt], het(z1 z2)
        est store hetprob
        suest hetprob, svy

---------------------------------
Incidentally, with slight modification, this procedure seems to work 
in Stata 8.2 as well.  You just have to add the score option to your 
estimation command, e.g.

webuse nhanes2f
hetprob diabetes female [iw=finalwgt], het(black) score(x*)
est store m1
suest m1, svy

In both Stata 8.2 and 9.2, I'm guessing that the general rule is that 
the estimation command needs to support both iweights and the score 
option in order to use suest this way.  It would not surprise me if 
many user-written commands do not support these, even if they 
potentially could.

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