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Re: st: suest after svy:clogit
From
Klaus Nowotny <[email protected]>
To
[email protected]
Subject
Re: st: suest after svy:clogit
Date
Fri, 17 May 2013 17:32:16 +0200
Dear Maarten,
thanks for the answer and the hint comcerning the iweights. But changing
svyset to
svyset id [pw=weight]
does not solve my initial problem. I've already estimated the model
using interactions, but it would have been interesting to know why I get
the "option cluster() is not allowed"-error.
In any case, thanks a lot!
Klaus
Am 17.05.2013 13:14, schrieb Maarten Buis:
On Thu, May 16, 2013 at 6:31 PM, Klaus Nowotny wrote:
I am having troubles using suest to test the equality of coefficients across
two groups after svy:clogit. My survey data is set up as follows:
svyset id [iw=weight]
To quote -help weight-: "iweights, or importance weights, are weights
that indicate the "importance" of the observation in some vague sense.
iweights have no formal statistical definition; any command that
supports iweights will define exactly how they are treated. Usually,
they are intended for use by programmers who want to produce a certain
computation."
So using iweights for a statistical analysis is almost certainly a mistake.
I then estimate the model for two subgroups:
svy, subpop(if group==1): clogit choice x1 x2, group(id)
est sto group1
svy, subpop(if group==2): clogit choice x1 x2, group(id)
est sto group2
To test for the equality of the coefficients of x1 across the two groups I
follow the Stata reference manual for suest and enter
suest group1 group2
but Stata returns "r(198); option cluster() is not allowed with svy results"
although I never entered the cluster option anywhere.
Why not just estimate the entire model in one go?
svy : clogit choice i.group##(c.x1 c.x2), group(id)
Hope this helps,
Maarten
The same occurs if I
try the alternative procedure suggested in the reference manual:
clogit choice x1 x2 if group==1 [iw=weight], group(id)
est sto group1
clogit choice x1 x2 if group==2 [iw=weight], group(id)
suest group1 group2, svy
Why do I keep getting this error message? Any help would be greatly
appreciated!
Thanks,
Klaus
--
Klaus Nowotny
University of Salzburg
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--
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany
http://www.maartenbuis.nl
---------------------------------
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