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Re: st: How to test for equality of variance in data with sampling weights


From   jmetzler@worldbank.org
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How to test for equality of variance in data with sampling weights
Date   Thu, 24 May 2007 10:22:34 -0400

Dear Steven,

thanks for your reply. The short version of the answer is, (after going back to
documentation, even though it is not specifically mentioned): the survey seems
in fact to be stratified by geographical region in the country. There is no
mentioning of clustering. However, in order to obtain a longer time series, I am
also working with the same survey reduced to the capital city only that should
be unstratified.

So, given my original question (about how to test for the equality of variance
of my labor wage variable  for the whole sample and for specific subgroups over
time, and for subgroups at the same point in time) help would be very
appreciated on both fronts, but ignoring strata for the moment is probably
easier.

Thanks in advance,
Johannes



PS: Here is the long answer: I am working with two survey series from Argentina,
the EPH. The full Argentinean survey is collected in urbean areas throughout the
country. The survey documentation is in Spanish only, and very unspecific about
sampling. The relevant section reads:

La E.P.H.  es una encuesta por muestreo, desarrollada en aglomerados urbanos;
esto significa que para conocer las diversas características del total de los
hogares de un aglomerado urbano se encuesta una pequeña fracción representativa
de los mismos

Even though it is not mentioned specifically, the notion of representativeness
by urban area implies stratification. The full document can be found on
http://www.indec.mecon.gov.ar/dbindec/login.asp, using key
DF939RFEA45YLHN01DC1VK1G8W6T4J, going to "Base Usuaria Ampliada EPH - Puntual"
and following the link "El detalle de las bases disponibles se puede consultar
aquí".

As mentioned before, if I only use the series for one of the urban areas, there
is no stratification left.
There is no mentioning of clustering, but it does not specifically state random
sampling either.






                                                                                
             Steven Samuels                                                     
             <ssamuels@alban                                                    
             y.edu>                                                          To 
             Sent by:                statalist@hsphsun2.harvard.edu             
             owner-statalist                                                 cc 
             @hsphsun2.harva                                                    
             rd.edu                                                     Subject 
                                     Re: st: How to test for equality of        
                                     variance in data with sampling weights     
             05/22/2007                                                         
             09:38 AM                                                           
                                                                                
                                                                                
             Please respond                                                     
                   to                                                           
             statalist@hsphs                                                    
             un2.harvard.edu                                                    
                                                                                
                                                                                




On May 26, 2007, at 9:16 AM, Johannes Metzler wrote:


I am working with household survey data, where the sample is not
clustered, not
stratified, but has sampling weights. Ultimately, I would like to
test the
equality of the variance of my labor wage variable...
___________________________________________

Johannes:

Can you please give some more detail about the sampling design?
Please include information about the target population and sampling
procedure, whether the same households appeared more than one time in
the survey, and how the weighting was done. A URL reference to the
original methodology document, hopefully in English, would be
sufficient.  If necessary, send the document to me privately.

I have never encountered a houshold survey that was not done in at
least two stages, and I have never seen a national or regional survey
which was not stratified in some way.  Without being sure of your set
up, I am reluctant to try to answer your question.

Steven

----- Forwarded by Johannes Metzler/Person/World Bank on 05/17/2007 09:45 AM
-----
                                                                                
             Johannes                                                           
             Metzler                                                            
                                                                             To 
             05/16/2007              statalist@hsphsun2.harvard.edu             
             08:24 PM                                                        cc 
             35070   LCSPP                                                      
                                                                        Subject 
                                     How to test for equality of variance in    
                                     data with sampling weights                 
                                                                                
                                                                                
                                                                                
                                                                                
                                                                                
                                                                                



Dear statalist users,

I am faced with a problem for which I have not been able to find a solution yet,
neither in statalist archives nor through googling, (even though it does not
strike me as something extremely fancy that I am trying)

I am working with household survey data, where the sample is not clustered, not
stratified, but has sampling weights. Ultimately, I would like to test the
equality of the variance of my labor wage variable
1) for the whole sample and for specific subgroups (such as age groups) over
time
2) for subgroups at the same point in time.

I am aware of the command "robvar" but
a) it does not feature weights
b) I am wondering if it is statistically appropriate to pool my data for two
years and specify 'year' as the groupvar in the by() option.

What would you advise me? Is there another command implemented?
Thank you very much in advance,

Johannes




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