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Re: st: How does the svy prefix work?


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How does the svy prefix work?
Date   Tue, 10 Jan 2006 08:59:14 -0500

At 07:18 PM 12/27/2005, Richard Williams wrote:
I'm curious, then, exactly how does svy do its magic? Does it go line through line of your program, adding an svy: prefix to every command that supports it, e.g. ologit? Or does it wait until the entire program has run, and do something with the final stored results?
Based on some very helpful messages from Jeff Pitblado and some trial and error experimentation on my part, here is my attempt to answer my own question. If I am getting it all wrong, hopefully Jeff or someone else can correct me.

HOW SVY WORKS: svy goes through a multi-stage process. In stage 1, it runs your program quietly. The pweights from your svyset file are fed to the program as iweights, and any necessary sample selection is also done. At the end of stage 1, the coefficient estimates are all correct, but the standard errors and significance tests are not. If you want to see what things look like after stage 1, use the noisily option of svy, e.g.

svy, noisily: myprog y x1 x2 x3

In stage 2, a miracle occurs, and all the standard errors and significance tests are now right. Well, maybe it is not a miracle, but in any event adjustments are made for your sampling design, and all is well at the end.

In short, svy does not go through your program line by line adding an svy: prefix to everything. Instead, it runs the entire program quietly, then adjusts the results to reflect the sampling scheme, and then replays the final results.

POTENTIAL PROBLEMS: In general this procedure works extremely well. However, people writing their own programs should realize a few things. Suppose you have written code to display things either before or after the model results are printed out. For example, you compute some additional statistics, like AIC or BIC, and print them out after the model has run. Well, that code gets executed, but only in stage 1 when the program is being run quietly. Hence, you don't see it when the results get replayed after stage 2. You'll see them if you use the noisily option; but they might be wrong anyway, because the adjustments for stratification have not been made yet. (The stats might also be wrong because they are not appropriate when svy is used.)

In the case of gologit2, I have at least 3 options that get affected by this. The gamma option presents an alternative parameterization of the model, and does not get displayed when svy replays results. The store option saves the model results; but it gets executed in Stage 1, before the stratification adjustments have been made. autofit is, in effect, a stepwise model building procedure. The stratification adjustments need to be made after each step, but instead they only get made at the end and hence you get the wrong final model. All of these problems result from the fact that I am doing quirky and unconventional things that would probably horrify the pros at Stata, but then I don't write programs for a living either. :)

SOLUTIONS: If you are calculating your own statistics and you think it is vital that they be displayed after using svy, the officially approved approach seems to be to use the estats command. See -help estat programming- to add your own -estat- subroutines. Or, if you don't want to do it the officially approved way, you can just write a post-estimation command, e.g. I could write a program called golpost that was run after gologit2. For my own part, I am also experimenting with a customized alternative to svy that I call golsvy. It traps all my problematic options before svy: gets to them and provides the specialized handling they need to come out right at the end. So, instead of svy:gologit2 you would type golsvy:gologit2. It will probably be a little while before I am ready to release it though.


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Richard Williams, Notre Dame Dept of Sociology
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