Hello,
I am trying to run a discrete-time model (random-effects), correcting for
unobserved heterogeneity, and using weights for complex survey data.
Unfortunately, I am having a problem getting this model to run.
This is my syntax:
svyset [pweight=weight], strata(region) psu(psu)
svy, subpop(sampled): xtlogit DV [list of IVs], i(id)
I get this response: xtlogit is not supported by svy with vce(linearized);
see help survey for a list of Stata estimation commands that are supported
by svy
If I run the model without the survey command, I see that I do have
unobserved heterogeneity.  I can also run the model with the weights but
not with the checks for unobserved heterogeneity.  But I cannot seem to do
both.
Is there another method I could do to get around this?  Or is there
another way to do event-history analysis that uses both survey weights and
corrects for unobserved heterogeneity?  I would be very happy to hear any
suggestions.
Thank you,
Margaret
Margaret Gassanov
Ph.D. student at Ohio State University
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