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Re: st: svyologit and robust standard errors


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: svyologit and robust standard errors
Date   Thu, 07 Feb 2008 11:14:37 -0500

At 10:54 AM 2/7/2008, sarah and tony faranatar wrote:
i am using svyologit to analyze survey data and want to find robust
standard errors for my model which includes individual level and
contextual vars,
but i am having difficulty figuring out how to do this.
i use STATA 8/SE, but i do have access to STATA 10, if that is preferable.
thanks!
sarah
I believe you are getting robust standard errors, even if they aren't labeled as such. Compare these results from svyologit and svy: ologit -

. webuse nhanes2f

. svyologit health female

Survey ordered logistic regression

pweight: finalwgt Number of obs = 10335
Strata: stratid Number of strata = 31
PSU: psuid Number of PSUs = 62
Population size = 1.170e+08
F( 1, 31) = 15.26
Prob > F = 0.0005

------------------------------------------------------------------------------
health | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
female | -.1917675 .0490878 -3.91 0.000 -.2918826 -.0916523
-------------+----------------------------------------------------------------
/cut1 | -3.106657 .0873699 -35.56 0.000 -3.284849 -2.928465
/cut2 | -1.68755 .0570402 -29.59 0.000 -1.803884 -1.571215
/cut3 | -.3021831 .0369428 -8.18 0.000 -.3775284 -.2268378
/cut4 | .8705437 .03337 26.09 0.000 .8024852 .9386022
------------------------------------------------------------------------------

. svy: ologit health female
(running ologit on estimation sample)

Survey: Ordered logistic regression

Number of strata = 31 Number of obs = 10335
Number of PSUs = 62 Population size = 1.170e+08
Design df = 31
F( 1, 31) = 15.26
Prob > F = 0.0005

------------------------------------------------------------------------------
| Linearized
health | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
female | -.1917675 .0490878 -3.91 0.000 -.2918826 -.0916523
-------------+----------------------------------------------------------------
/cut1 | -3.106657 .0873699 -35.56 0.000 -3.284849 -2.928465
/cut2 | -1.68755 .0570402 -29.59 0.000 -1.803884 -1.571215
/cut3 | -.3021831 .0369428 -8.18 0.000 -.3775284 -.2268378
/cut4 | .8705437 .03337 26.09 0.000 .8024852 .9386022
------------------------------------------------------------------------------



-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: Richard.A.Williams.5@ND.Edu
WWW: http://www.nd.edu/~rwilliam

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