Hello everyone,
I would like to use truncreg on survey data with weights, but so far as I can
tell the weight parameter in truncreg is not working. I find that using weights
does not actually change the output.
Here is a small reproducible example using the example in the documentation:
## simulate a data.frame
set.seed(1071)
n <- 10000
sigma <- 4
alpha <- 2
beta <- 1
x <- rnorm(n, mean = 0, sd = 2)
eps <- rnorm(n, sd = sigma)
y <- alpha + beta * x + eps
d <- data.frame(y = y, x = x)
## truncated response
d$yt <- ifelse(d$y > 1, d$y, NA)
## binary threshold response
d$yb <- factor(d$y > 0)
## censored response
d$yc <- pmax(1, d$y)
## random weight
wgt <- runif(10000,500,1500)
## unweighted
fm_trunc <- truncreg(yt ~ x, data = d, point = 1, direction = "left")
## weighted
fm_trunc_weighted <- truncreg(yt ~ x, data = d, weights = wgt, point = 1,
direction = "left")
coef(fm_trunc_weighted)==coef(fm_trunc) # all equal
Am I misunderstanding how the weight parameter works for truncreg or is the
weight parameter not working?
Kind Regards,
Carl
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
