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Re: st: Estimation selection model with selmlog/svyselmlog using sample weights


From   "Joao Ricardo F. Lima" <[email protected]>
To   [email protected]
Subject   Re: st: Estimation selection model with selmlog/svyselmlog using sample weights
Date   Sat, 26 Nov 2011 19:17:50 -0300

Dear David,

I will send you (privately) an modified version of -svyselmlog-,
written by R. E. De Hoyos too, but that isn´t available to ssc.
Perhaps it works with this new version. However, your survey data has
only weights?

Joao Lima

2011/11/24 David Wiesinger <[email protected]>:
> Dear statlisters,
>
> i'm apologising for being so imprecise, it's my first time that i'm posting in this forum.
>
> First i was estimating my selection model using the original "selmlog" (written by Bourguignon et al) command and i got a result. Unfortunatly i wasn't able to include my probability weights.
>
> For that reason, i was trying to use "svyselmlog" ( i got it form the homepage http://fmwww.bc.edu/RePEc/bocode/s and it was written by R. E. De Hoyos).
>
> with
> version 8: svyset [pweight=Gewicht]
> svyselmlog continuous choice, select( discrete choice), meth(dmf2) bootstrap(20) force
>
> i got the error message
>
> "PSU is equal to the number of observations, svybsamp2 is not necessary. Use -bsample-"
>
> Unfortunatly i don't know, how to use -bsample-, becasue i couldn't find a hint in the help-file for svyselmlog.
>
> Nevertheless i wanted to try out the procedure, so i created 2 random psu's and i rerun the model
>
> version 8: svyset [pweight=Gewicht], psu(random_psu)
> svyselmlog continuous choice, select( discrete choice), meth(dmf2) bootstrap(20) force
>
> and i got an "conformability error" after some bootstrap steps. When the error occures, seems to be dependent on how many variables i put into the selection term and the used procedure. The less variables, the more steps can be calculated.
> when i am estimating the first stage with svymlogit, the model converges and i get a result.
> When i'm estimating the same model with selmlog, it works.
>
> It is very likly, that i was making a stupid mistake, but for now i can't find it. How can i estimate the model with my weights only?
>
> thanks in advance,
>
> David Wiesinger
>
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-- 
---------------------------------------------------------
João Ricardo F. de Lima
Pesquisador A - Economia Aplicada
Embrapa Semiárido
e-mail: [email protected]
fone: +55 (87) 3866-3667
home-page: www.cpatsa.embrapa.br
----------------------------------------------------------

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