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


From   Steven Samuels <ssamuels@albany.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How to test for equality of variance in data with sampling weights
Date   Fri, 25 May 2007 10:59:47 -0400

Johannes, I would be very surprised if the sample was a Simple Random Sample. The text you provided was not in the link, which is a spreadsheet "doc_bases2.xls". However there appears to be a technical document Buato302.doc at the link "Recomendaciones técnicas para el uso de la BUA" on the page. http://www.indec.mecon.gov.ar/ dbindec/default_ampliada.asp. I cannot read Spanish, so I'm unable to determine if this will be helpful.

At this point, I suggest that you consult the staff or others who have used the EPH for guidance on what variables, if any, designate the multistage sampling units in the single urban survey. At the very least, determine if more than one person was surveyed in each household. Determine if there is a household identifier as well as a person identifier. Most of these surveys provide a codebook with definitions of variables.

The identification of the specific sampling design would not be necessary if all you wanted to do is ESTIMATE standard deviations for different groups. However you will need to compute standard errors for the estimated SD's, and for the standard errors, specification of the correct design is crucial.

Good luck!

Steven


On May 24, 2007, at 10:22 AM, jmetzler@worldbank.org wrote:


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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