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Re: st: svyreg vs. reg


From   Richard Williams <Richard.A.Williams.5@nd.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: svyreg vs. reg
Date   Fri, 14 May 2004 17:31:26 -0500

At 02:36 PM 5/14/2004 -0400, Paul von Hippel wrote:
In analyzing weighted survey data, I'm surprised that the following commands
        svyset [pweight=weight]
        svyreg y x
don't give the same results as
        reg y x [pw=weight]
or
        reg y x [pw=weight], hc3
or even
        reg y x [aw=weight]

I'm left confused as to what svyreg is doing. Any insights most appreciated.
Check out pages 357-358 of the Stata 8 Users Guide, i.e. Section 30.10, Differences Between the SVY Commands and Other Commands. It states that "The point estimates from the svy commands are exactly the same as the weighted point estimates from the non-svy commands. Despite their similarities, the svy commands and corresponding non-svy commands have a number of differences."

It then lists 9 differences. For your case, I think the most critical points may be #2 (degrees of freedom used to test significance of coefficients) and #4 (different multipliers are used for the variance estimator which results in slightly different standard errors.)


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Richard Williams, Notre Dame Dept of Sociology
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