Re: st: on WLS in a survey dataset.

[Stas Kolenikov <skolenik@gmail.com>]

You might have to write your own -ml lf- evaluator program... which
should be five or so lines of code: normal density for the continuous
case (accounting for the known variance), cdf for the truncated case.
Unfortunately, there is no code to steal as -tobit- is essentially a
built-in command.

On Fri, Jul 2, 2010 at 12:48 PM, G. Dai <dgecon@gmail.com> wrote:
> 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.

-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

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