Re: st: biprobit gof test, partial observability, survey data (svy)

[Patrik Morgetz <pmorgetz@gmail.com>]

I've experienced similar difficulties, not with this biprobit model,
but with other models when I use svy. I mean, a lot of  postestimation
commands are not appropiate after svy.

For the sake of discussion, and for the experts to debate (I am not),
what if you fit the model and run the tests without the svy???, and
use svy just for the final results?? Does it make any sense at all?

I think it may give, at least, some indications of what you want to
test, clearly it is not a first best, but it may be better to nothing
(assuming there is really not suitable test in your context, which I'm
not sure).

Best!

Patrik



On 10/5/11, J Gonzalez <jgonzalez.1981@yahoo.com> wrote:
> Hello stata list members
>
> I am working on a bivariate probit model (biprobit) with partial
> observability that looks like this.
>
> y1 = x1 + x2 + x3 + u
> y2 = x1 + x2 + v
> But I only have available y=y1*y2 (hence, there is partial observability).
>
> And I am fitting the model with survey data (using svyset, with pweight and
> strata), so I run something like:
>
>
> svy:biprobit (y1po = x1 x2 x3) (y2po = x1 x2), partial
> where y1po=y2po=y=y1*y2
>
> However, I do not have clear how to test this model (gof test, normality
> assumption) and how to decide among competing specifications.
>
> I have been reading (Cameron & Trivedi, 2005; Maddala, 1983) and also the
> stata list archives, and althought I have indeed found several tests I am
> still not sure how to proceed because of the svy complication and the
> partial observability issue.
>
> I have found the likelihood ratio testof rho=0,  the biprobit command
> usually estimates, but according to the stata manual likelihood ratio tests
> is not appropriate with svy, so I cannot use it for my model (and actually
> the svy:biprobit does not produce it).
> I also found Murphy's score test (*), but according to the help file the
> test does not work when the partial option is used, hence, I neither can use
> this test.
> Similarly, the estat ic command for the information criteria is also not
> suitable after svy estimation.
>
> So, which tests may and should I use?
> How to test if rho=0?
> Which criteria may I use to decide among competing specifications?
>
>
> Thanks for your help.
>
> Jesus González
>
> * https://webspace.utexas.edu/rcc485/www/papers/murphycomment.pdf
> * https://webspace.utexas.edu/rcc485/www/code.html
>
>
> Cameron, A. C., & Trivedi, P. K. (2005). Microeconometrics. Methods and
> Applications. New York: Cambridge University Press.
> Maddala, G.S. (1983). Limited-dependent and qualitative variables in
> econometrics (Vol. 3): Cambridge Univ Press.
>
>
> *
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>

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