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From |
"Stas Kolenikov" <skolenik@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Definition of strata and PSUs when svysetting |

Date |
Fri, 28 Mar 2008 18:54:13 -0500 |

On 3/28/08, Angel Rodriguez Laso <angel.rodriguez@salud.madrid.org> wrote: > Thank you for your answer, Stas. > > I´ve tried both specifications and the first surprise was that Stata 9 > ignores further stages when stage 1 is sampled with replacement. That's right, if you sample with replacement, then your PSUs are independent (provided that you sample independently from those PSUs that are selected more than once). > The problem with using age groups as second stage strata is that being 3 the > number of people over 65 selected per census tract, whenever there are > missing values in the variables some strata become single-PSU (person) > strata, what prevents Stata from calculating standard errors. See below -- I have questions about it. > This is something I want to check with > you: From the reading of Korn and Graubard "Analysis of health surveys" I´ve > understood that in complex surveys degrees of freedom are calculated as > #PSUs - #strata (624 for the first specification and 1244 for the second, > because Stata duplicates the number of census tracts because each of them > belongs to two different strata). Well I understood from your initial posting that you had 7 strata, and from each you've taken 7 "young" people and 3 elderly. But upon re-reading it, I see that you never mentioned the number of census tracts you are sampling per stratum -- which would be your PSUs, and individuals will be your SSUs. If you indeed have 600+ PSUs/tracts, then you don't need to worry that much about degrees of freedom -- but there might still be asymptotic issues, as the conventional asymptotics are the number of strata going to infinity, with #PSUs per stratum being bounded from above. That's a rather esoteric issue though; I think Krewski and Rao (1981) was a well known one that made the distinction (http://www.citeulike.org/user/ctacmo/article/774883). Then also if you have 600+ PSUs, then I don't see how you could get singleton strata -- you really would need to have all of your tracts to miss people 65+. > It´s usual practice > to work with such low numbers of individuals per PSU (10 in my case) and > I´ve never heard that there was a problem of a small sample size then. Yes. What matters most is the number of PSUs. I think what Korn and Graubard don't like about d.f. = #PSU - #strata is that this is a very low number for some important surveys or domains in those surveys, like hispanics in NHANES where that number is something like 6, even though there might be a few hundred cases. I think they had a discussion in the book how to increase that number, although all their strategies are ad hoc, and few are indeed justifiable from a rigorous JNK Rao-style design perspective. They had another paper in JRSSa (http://www.citeulike.org/user/ctacmo/article/933864) where they also raise similar issues. Steven Samuels asked some relevant questions, too. -- 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. * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: Definition of strata and PSUs when svysetting***From:*"Angel Rodriguez Laso" <angel.rodriguez@salud.madrid.org>

**References**:**Re: st: Definition of strata and PSUs when svysetting***From:*"Stas Kolenikov" <skolenik@gmail.com>

**RE: st: Definition of strata and PSUs when svysetting***From:*"Angel Rodriguez Laso" <angel.rodriguez@salud.madrid.org>

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