I would like to analyse my data in the multi-level Tobit method (metobit) with applying two-level weights. In multi-level linear mixed model we get the first level weight [pweight= IPW] by calculating a propensity weight and the Stata automatically estimates the weight. "size" for cluster level (2nd level). Stata command for the linear mixed model is "mixed unemp i.year inc edu [pweight= IPW]|| year:, pwscale(size)", My data of the unemployment variable is censored in distribution. My data would better fit in metobit method. But metobit does not automatically estimate the "size" weight. Stata command for mtobit is "metobit unemp inc edu [pweight=IPW] || year:, pweight(wvar2) ll(0)". The wvar2 in pweight(wvar2) is the 2nd level weight similar to "size". I do not know how to derive the weight data from my first-level estimate. Stata manual explained the meaning of the weight but not explained the calculation method. Can you please help me by describing a) the 2nd level weight-deriving method as Stata calculates the weight "size" b) providing reading materials to calculate the weight?
Related Posts with Method deriving weight of second level for mtobit model
Obtaining a SE for the sum of predictions, following a regression modelHi all Is anyone familiar with a user-written package or a well documented approach to calculate a …
Zigzag or Squiggle in twoway line graphDear all, I would like to add a zigzag or squiggle at my y-axis in my graph, but I don't know how t…
Difference of xtivreg2 and reghdfe with absorbDear Community, I am writing to you regarding a simple estimation problem. I was curious about the …
Rolling window standard deviation of residuals in ARIMADear Statalist community, I have trouble writing the code and would greatly appreciate your help. …
Reconciling sample size calculations using Cochran's formula and Wald testThis is quite a basic question but I could not find a clear answer elsewhere. If we wish to draw a …
Subscribe to:
Post Comments (Atom)
0 Response to Method deriving weight of second level for mtobit model
Post a Comment