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Re: st: Problems with standard errors using xi3, svy and ologit


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   statalist@hsphsun2.harvard.edu, "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Problems with standard errors using xi3, svy and ologit
Date   Thu, 14 Feb 2008 14:30:12 -0500

At 01:37 PM 2/14/2008, Iain Lang wrote:
Dear Statalist members

I'm running models in Stata 9 using xi3, svy and ologit. This combination seems to produce very large standard errors, and these don't occur when I use xi instead of xi3. An example is pasted below (using a binary outcome as an example). Has anyone else encountered similar problems? Any help or comments appreciated!
Also, it appears to work ok if you use other programs that do the same thing as ologit, e.g. the old svyologit and my (slow but sure) oglm program available from SSC:

. webuse nhanes2f

. xi3: svyologit health i.sex, ef
i.sex _Isex_1-2 (naturally coded; _Isex_1 omitted)

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 | exp(b) Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
_Isex_2 | .8254988 .0405219 -3.91 0.000 .7468562 .9124223
------------------------------------------------------------------------------

. xi: svyologit health i.sex, ef
i.sex _Isex_1-2 (naturally coded; _Isex_1 omitted)

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 | exp(b) Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
_Isex_2 | .8254988 .0405219 -3.91 0.000 .7468562 .9124223
------------------------------------------------------------------------------

These commands also work (output deleted)

. xi3: svy: oglm health i.sex, or
. xi: svy: oglm health i.sex, or


-------------------------------------------
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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