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From | "G. Dai" <dgecon@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: on WLS in a survey dataset. |
Date | Fri, 2 Jul 2010 10:48:53 -0700 |
dear all, I'm using a survey dataset right now and all things work fine except the following problem: After setting the survey data, i need to do a Tobit analysis since my dependent variable is truncated some way. However, the variance of the error term in the Tobit regression is known, actually they are heteroscedastical and can be estimated. To get the efficient estimator, I try to do the commands: ::: svyset raehsamp [pw=wtresp],strata(raestrat) singleunit(certainty) ::: svy: Tobit y x [aw=1/variance],ll() ul() Obviously, the above wouldn't work since we can't have weight again after declaring the survey data. So, I'm thinking how to incorporate the variance weight into the regression. any suggestion is appreciated. Guang * * 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/