[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: Repost: finding median when using svy?

From   "Stas Kolenikov" <>
Subject   Re: Repost: finding median when using svy?
Date   Thu, 6 Sep 2007 14:08:17 -0500

Hey UCB gal,

if you are doing multiple imputations on your own, you won't get a
correct result from -svy-. Each imputed sample has to undergo all the
non-response and post-stratification adjustments that only the data
provider can do properly. Thus in the end you will have understated
standard errors.

As for your substantive question -- yes, there are some peculiar
commands that people using survey data are always interested in, but
Stata does not have them implemented, such as -corr- and all those
quantile things. In all, getting a median of the complex survey data
is not such a trivial task. The basic reason is that quantiles,
including the median, are not smooth functions of data, and thus the
standard linearization/Taylor series argument fails. The estimates are
still asymptotically normal, but you need more refined derivations to
justify that.

Here's a couple of refs:;;

On 9/6/07, ucb_gal <> wrote:
> Hi, I asked this question a while ago, but never received a response that worked.
> I'm using a large household survey dataset and would like to find median income and wealth, but can't figure out how to use median and the svy prefix.
> And it'd be even better if it worked with the multiple imputation "mim" prefix.

Stas Kolenikov, also found at

Small print: Please do not reply to my Gmail address as I don't check
it regularly.
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index