When using survey data and etregress with an endogenous treatment effect in Stata number of diagnostics and post estimate parts stop being available for the use.
svy: etregress logwage i.race gender, treat(training = i.education gender)
--------------------------------------------------------------------------------------------------
| Linearized
| Coef. Std. Err. t P>|t| [95% Conf. Interval]
---------------------------------+----------------------------------------------------------------
logwage |
race |
African American | .3891554 .0031105 12.20 0.000 .2000000 .8474752
Asian American | .1487310 .0002843 04.11 0.000 .027113 .8765290
|
gender |
female | -.0230411 .010445 -6.85 0.000 -.115341 -.0107295
|
1.training | .3703371 .0451778 10.61 0.000 .2018037 .4186134
---------------------------------+----------------------------------------------------------------
training |
i.education |
Highschool | -.0715731 .0490565 1.28 0.098 -.1106579 .1291781
College | .1271380 .0401052 3.95 0.003 .0329516 .2107563
Grad School | .8522143 .0085337 8.99 0.000 .8271381 .9573284
|
gender |
female | .0127444 .0100058 5.33 0.041 .0100558 .0866312
_cons | -1.260083 .0327235 -26.12 0.000 -1.531405 -1.098524
---------------------------------+----------------------------------------------------------------
/athrho | .0051552 .031410 0.17 0.827 -.0722533 .0810246
/lnsigma | -1.872551 .0166818 -73.50 0.000 -1.928624 -1.278064
---------------------------------+----------------------------------------------------------------
rho | .0084120 .0421116 -.0649947 .0888529
sigma | .4000831 .0038170 .1925127 .5067780
lambda | .0012673 .0226365 -.0324029
When I have this model simple assumptions related to a linear model like: Check linearity or assumption of independence and the homoscedasticity, normality, or goodness of fit diagnostics do not give output.
A residuals versus predicted values plot could have been a rvfplot
but this gives the error:
last estimates not found
Trying estat gof
gives
invalid subcommand gof
and the same for the estat hettest
help etregress postestimation
does not discuss model assumption tests or goodness of fit tests which we normally see with regress or log-linear model in Stata.
When I try the predict residual
or predict rstudent
nothing is reported making plotting not possible again.
I can provide reproducible example of the problem with the reference given by others:
webuse nhanes2f, clear
qui svyset psuid [pweight=finalwgt], strata(stratid)
qui svy: etregress loglead i.female i.diabetes, treat(diabetes = weight age height i.female) // coefl
nlcom pct_eff:(100*(exp(_b[loglead:1.female])-1))
Here also the etregress is used with a log transformed dependent variable and a treatment component. Following this model like asked above, how do we check the assumptions and goodness of fit?