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Re: st: RE: xtabond2 for 2 DVs -- xtivreg2
From
Austin Nichols <[email protected]>
To
[email protected]
Subject
Re: st: RE: xtabond2 for 2 DVs -- xtivreg2
Date
Thu, 16 Feb 2012 10:03:48 -0500
Lisa Marie Yarnell <[email protected]>:
Note that pweights+cluster is all the survey machinery you need, since
you are doing superpopulation inference.
I.e. you would be computing SE for your IV models even if you had the
whole population, not a sample.
You can restrict to a subpop with an -if- qualifier in your case.
If you have a stratified survey, you will not quite get the right SE,
so not quite the right superpopulation inference, but the theory for
IV superpopulation inference is not developed yet.
See also http://www.jstor.org/stable/3182811 and more recent papers
that cite that paper.
On Thu, Feb 16, 2012 at 8:49 AM, Lisa Marie Yarnell
<[email protected]> wrote:
> Many thanks, Mark, for clarifying this!
>
> All best,
> Lisa
>
> --- On Thu, 2/16/12, Schaffer, Mark E <[email protected]> wrote:
>
>> From: Schaffer, Mark E <[email protected]>
>> Subject: st: RE: xtabond2 for 2 DVs -- xtivreg2
>> To: [email protected]
>> Date: Thursday, February 16, 2012, 7:26 AM
>> Lisa,
>>
>> I'm afraid -xtivreg2- doesn't support any -svy- features,
>> including subpop weights.
>>
>> It is true that -xtivreg2- does "support" pweights, but only
>> in the sense that it allows them. They're equivalent
>> to aweights+robust. How you interpret the results of
>> estimating with pweights is up to you.
>>
>> HTH,
>> Mark
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