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Re: Repost: finding median when using svy?


From   ucb_gal <ucb_gal@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: Repost: finding median when using svy?
Date   Thu, 6 Sep 2007 12:27:19 -0700 (PDT)

So, it's not really possible?

Would I be better off reporting the median without using svy?  maybe just by specifying my weight?  If so, what would be the best way to do this?

----- Original Message ----
From: Stas Kolenikov <skolenik@gmail.com>
To: statalist@hsphsun2.harvard.edu
Sent: Thursday, September 6, 2007 12:08:17 PM
Subject: Re: Repost: finding median when using svy?

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:
http://www.citeulike.org/user/ctacmo/article/1628262;
http://www.citeulike.org/user/ctacmo/article/1628265;
http://www.citeulike.org/user/ctacmo/article/1628268.

On 9/6/07, ucb_gal <ucb_gal@yahoo.com> 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 http://stas.kolenikov.name

Small print: Please do not reply to my Gmail address as I don't check
it regularly.
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