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From |
"CDSC - Nichols, Tom" <Tom.Nichols@hpa.org.uk> |

To |
"'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |

Subject |
st: An allowance for clustering should only increase SE's? |

Date |
Wed, 13 Apr 2005 11:42:10 +0100 |

Dear statalist, I have survey data of patients clustered within a sample of hospitals. If I use: svyset [pweight=weight], psu(hospital) clear svymean outcome this sometimes gives me a SE less than if I had ignored the clustering in the sample: svyset [pweight=weight], clear svymean outcome I suppose this is because there is rather less variation between cluster means than within clusters. But shouldn't an allowance for clustering in the sample increase the SE, not reduce it? I understand the formula for the sampling variance from a cluster sample is var(C) = var(R)*[1+(N-1)*rho] where var(C) is the variance from the cluster sample of equal size clusters, var(R) is the variance from a simple random sample of the same size, N is the size of a cluster, and rho is the intracluster correlation which must be between 0 and 1. So var(C) must be greater than var(R). For some outcomes using the psu( ) option increases the SE and for others (as mentioned above) it decreases the SE. The average change for all the outcomes is probably a small increase. Should I use the psu( ) option only if it increases SE's? Or should I always use the psu( ) option and just accept that this will sometimes decrease SE's? Any advice would be much appreciated. Tom ----------------------------------------- ************************************************************************** The information contained in the EMail and any attachments is confidential and intended solely and for the attention and use of the named addressee(s). It may not be disclosed to any other person without the express authority of the HPA, or the intended recipient, or both. If you are not the intended recipient, you must not disclose, copy, distribute or retain this message or any part of it. This footnote also confirms that this EMail has been swept for computer viruses, but please re-sweep any attachments before opening or saving. HTTP://www.HPA.org.uk ************************************************************************** * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: An allowance for clustering should only increase SE's?***From:*Joanne Garrett <joanne_garrett@med.unc.edu>

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