See -h treatreg-:
"twostep, vce(), first, noskip, hazard(), and weights are not allowed with the svy prefix."
HTH
Martin
-------- Original-Nachricht --------
> Datum: 16 Nov 2008 11:21:12 +0000
> Von: Shehzad Ali <[email protected]>
> An: [email protected]
> Betreff: Re: st: heckman two-step selection estimation for survey data
> Dear listers,
>
> Following on from the discussion on the use of weights with - heckman
> twostep - can I ask would the same logic apply to treatment effects models
> like -treatreg twostep- ? To be precise, can -treatreg twostep- be used
> for
> survey data although the twostep function does not allow use of weights or
> cluster?
>
> Thank you,
>
> Shehzad
>
> On Nov 1 2008, Joao Ricardo F. Lima wrote:
>
> >Dear Mandy,
> >
> >you can read the svy manual (Stata 10), page 75: "When used with
> >independently distributed, nonweighted data, the likelihood to be
> >maximized reflects the joint probability distribution of the data
> >given chosen model. With complex survey data, however, this
> >interpretation of the likelihood is no longer valid, as survey data
> >are weighted, not independently distributed, or both. Yet for survey
> >data, (valid) parameters estimates for a given model can be obtained
> >using the associated likelihood function with the appropriate
> >weignting. Since the probabilistic interpretation no longer holds, the
> >likelihood is instead called a pseudolikelihood....".
> >
> >With survey data, you can´t use OLS (second-stage of the Heckman
> >two-stage) to get consistent estimators. With svy data you will max
> >the log pseudolikelihood.
> >
> >Other experts can explain it better, but keep in mind that with svy
> >date, you can´t do heckman two-step.
> >
> >HTH,
> >
> >Joao Lima
> >
> >2008/11/1 Mandy fu <[email protected]>:
> >> Hi all,
> >>
> >> I notice -svy:heckman- is not allowed to use -twostep-option,while
> >> -heckman- does not allow to use pweight. So, I got the silly question:
> >> how to do the heckman two-step estimation for survey data?
> >>
> >> [I checked the archives and find log time ago someone else has asked
> >> the question why -heckman-does not allow to use pw. But nobody
> >> answered yet. So, I ask again and feel free to let me know if the
> >> question does not make sense at all. So, I'll not waste time on this.]
> >>
> >> Thanks for your time!
> >>
> >> --
> >> Mandy
> >> *
> >> * For searches and help try:
> >> * http://www.stata.com/help.cgi?search
> >> * http://www.stata.com/support/statalist/faq
> >> * http://www.ats.ucla.edu/stat/stata/
> >>
> >
> >
> >
> >
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
--
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