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Re: st: replicate weights using svr commands in Stata8


From   Nicholas Winter <nw53@cornell.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: replicate weights using svr commands in Stata8
Date   Fri, 15 Aug 2003 18:26:14 -0400

At 12:49 PM 8/15/2003 +1000, Susan Donath wrote:

I have a query about the svr programs.
I am using a dataset containing unit record data from the Australian Bureau of Statistics (ABS). The ABS provides a set of 30 replicate weights for each case in the dataset. According to their documentation, the estimated standard error of an estimate can be found using the following formula :

SE(y) = sqrt( 29/30 S ( y(g) - y )*( y(g) - y ) )

where y(g) is the gth estimate of the parameter y using the gth set of replicate weights
and y is the estimate of the parameter using the full person weight

The supplied dataset includes a person weight for each case, but no information on strata or psu.

I assume that I can use the svr programs to calculate standard errors but I can't quite figure out the exact syntax of the command. I assume that I need to use the brr version of svrset, but this requires me to enter a number of degrees of freedom, and I don't understand what this refers to.
As the author of the -svr- routines, I'll take a crack at this one. It sounds from the formula given that these are JK1 (ie, delete-one jackknife) weights, and you should, therefore, use that method. Generally the degrees of freedom for the JK1 method is one less than the number of replicates, or 29 in your case.

So, you should use -svrset- to specify the method (jk1), the variable names for the full-sample and replicate weights, and the degrees of freedom:

. svrset set meth jk1
. svrset set pw [sample-weight-spec]
. svrset set rw [replicate-weight-spec]
. svrset set dof 29

Then you can be off and running with your analyses, using the suite of -svr- commands. (By the way, -help survwgt- gives the methods and formulae for variance estimation for each of the various replication methods.)

-Nick Winter
(note the new email address; different from that in the help file for -svr-)

-------------------------------------------------------
Nicholas Winter 308 White Hall
Assistant Professor t:607.255.8819
Department of Government f:607.255.4530
Cornell University nw53@cornell.edu
Ithaca, NY 14853-7901 falcon.arts.cornell.edu/nw53


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