Thanks Nick. And that's twotailed significance?
Ishtar
On Oct 3, 2008, at 10:37 AM, Nick Winter wrote:
As the help file indicates, the print() option suppresses printing
of correlations with p< the value you specify:
print(#) specifies the significance level of correlation coefficients
to be printed. Coefficients with larger significance levels are left
blank. print(10) would list only coefficients significant at the 10%
level or better.
 Nick Winter
Ishtar Govia wrote:
Thanks Nick. The correlation runs successfully with my data, except
for one issue, the values for one combination of variables (thkdish
by trethara) are missing. Any ideas what might have caused this hole
in the matrix?
. corr_svy lesscurt lessresp poorserv notsmart actfraid thkdisho
actbettr callnmes trethara follstor [pweight=wgtcent],
strata(stratum) psu(clust) subpop(dgs1sp) obs sig print(10)
Survey Correlation
pweight: wgtcent
Strata: stratum
PSU: clust
Number of observations: 674
 lesscurt lessresp poorserv
notsmart actfraid thkdisho actbettr callnmes
trethara follstor
+
lesscurt  1.0000
 674


lessresp  0.8360 1.0000
 674 674
 0.0000

poorserv  0.4326 0.4556 1.0000
 674 674 674
 0.0003 0.0002

notsmart  0.5480 0.6199 0.4787 1.0000
 674 674
674 674
 0.0000 0.0000 0.0000

actfraid  0.4981 0.5632 0.4310 0.5037
1.0000
 674 674
674 674 674
 0.0000 0.0000 0.0001 0.0000

thkdisho  0.4426 0.4273 0.4048 0.5294
0.4423 1.0000
 674 674
674 674 674 674
 0.0001 0.0010 0.0001
0.0011 0.0182

actbettr  0.5747 0.6057 0.3899 0.6373
0.6112 0.4671 1.0000
 674 674
674 674 674 674 674
 0.0000 0.0000 0.0030
0.0000 0.0000 0.0010

callnmes  0.3420 0.3819 0.3722 0.5454
0.3377 0.3830 0.4690 1.0000
 674 674
674 674 674 674
674 674
 0.0027 0.0015 0.0000
0.0001 0.0053 0.0243 0.0026

trethara  0.2388 0.3227 0.3974 0.4355
0.4107 0.4221 0.7472 1.0000
 674 674
674 674 674
674 674 674
 0.0093 0.0050 0.0001 0.0175
0.0130 0.0112 0.0001

follstor  0.3973 0.4183 0.5286 0.4711
0.4799 0.3877 0.4689 0.4855 0.5464 1.0000
 674 674
674 674 674 674
674 674 674 674
 0.0000 0.0000 0.0001 0.0031
0.0000 0.0014 0.0005 0.0029 0.0005

Key: Estimated Correlation
Number of observations
Significance Level
Ishtar Govia
ishtargovia@gmail.com
On Oct 3, 2008, at 8:32 AM, Nick Winter wrote:
Hi,
lw is not an option because listwise is the default. So simply do
not specify pw, and you will get listwise deletion.
NW
Ishtar Govia wrote:
Thanks, Nick. The background information on the command and the
Stata versions was insightful. The recommendations re: getting
around the limitations of the syntax for the subpop were very
helpful. I created the single variable (cases either in or out of
the subpop) and the following code ran successfully.
corr_svy lesscurt lessresp poorserv notsmart actfraid thkdisho
actbettr callnmes trethara follstor [pweight=wgtcent],
strata(stratum) psu(clust) subpop(dgs1sp) pw obs sig print(10)
I tried to rerun it specifying a listwise correlation but received
the following error message:
corr_svy lesscurt lessresp poorserv notsmart actfraid thkdisho
actbettr callnmes trethara follstor [pweight =wgtcent],
strata(stratum) psu(clust) subpop(dgs1sp) lw obs sig print(10)
option lw not allowed
r(198);
Is there a reason that lw option for corr_svy is not allowed? Or
is this again something that is specific to the command being a
version 7 command? Or is there some other command that is used to
generate the listwise correlation using the corr_svy?
On Oct 2, 2008, at 1:02 PM, Nick Winter wrote:
Hi,
I wrote corr_svy, so here goes.
There are a couple of things going on here: (1) corr_svy is a
version 7 command, and seems to be having some trouble interacting
with the way that Stata 10 stores the survey characteristics as
set by svyset. (2) corr_svy uses the older, more limited
syntax for the subpop() option.
Issue (2) means that your subpop option must be specified as a
single variable name that takes on values 1 or 0 for cases that
are in or out of your subpopulation, respectively. If you have a
complex condition, you must first generate such a variable.
So, the following *should* work, but does not:
. sysuse auto
. svyset rep78 [pw=weight]
. corr_svy mpg price , subpop(foreign) sig
Survey Correlation
pweight: <none>
Strata: <one>
PSU: <observations>
Number of observations: 22
 mpg price
+
mpg  1.0000


price  0.6313 1.0000
 0.0042

Key: Estimated Correlation
Significance Level
As indicated in the output, corr_svy has ignored the survey
characteristics.
However, you can specify the survey characteristics in the
corr_svy command itself:
. corr_svy mpg price [pw=weight], psu(rep78) subpop(foreign) sig
Survey Correlation
pweight: weight
Strata: <one>
PSU: rep78
Number of observations: 21
 mpg price
+
mpg  1.0000


price  0.5735 1.0000
 0.0344

Key: Estimated Correlation
Significance Level
This gives you what you wanted.
(corr_svy will also set the survey characteristics you specify
in a way that subsequent calls to corr_svy can see, so you
really only need to specify them in the first run.)
What's going on? With version 9 Stata reworked completely the way
that survey characteristics are stored, presumably to support the
enhancements to the survey capabilities (such as supporting
multiple rounds of sampling). corr_svy uses the
un/nondocumented Stata program svy_get to retrieve survey
characteristics if they are not specified in the command line.
Unfortunately this is a Stata 8 command, and cannot "see" the
version 9+ survey characteristics.
In the long run I will fix corr_svy to deal with the new survey
characteristics. In the short run you can simply specify them when
you run corr_svy_, or with a call to the version 8 svyset, like
this:
. version 8: svyset ....
As a side effect, this means that corr_svy cannot deal with the
more complex sample specifications allowed with version 9+.
 Nick Winter
Ishtar Govia wrote:
Dear List,
I am using Stata 10/SE 10.1 for Macs. I have two questions. One
concerning the corr_svy module and error messages I have been
getting, the second concerning how to obtain a covariance matrix
for complex survey sample data, within Stata.
I am working with a complex survey sample dataset and am using
Stata for some preliminary data analyses (univariate and
multivariate checks for normality, efas) before moving to Mplus
for SEM modeling. I installed the corr_svy module from within
Stata by typing "ssc install corr_svy"
However, in my first attempt below, I got the following error
message:
svy, subpop (if race3cat==2 & sex==1 & (riwyes==1 & riwyes <.)):
corr_svy lesscurt lessresp poorserv notsmart actfraid thkdisho
actbettr callnmes trethara follstor, pw obs sig
corr_svy is not supported by svy with vce(linearized); see help
svy estimation for a list of Stata estimation commands that are
supported by svy
r(322);
I then attempted to reset the weight and design variables, and
run the corr_svy, following the example in the "help" for the
corr_svy, excluding my subpop specification.
. svyset clust [pweight=wgtcentriw], strata (stratum) _n
Note: stage 1 is sampled with replacement; all further stages
will be ignored
pweight: wgtcentriw
VCE: linearized
Single unit: missing
Strata 1: stratum
SU 1: clust
FPC 1: <zero>
. corr_svy lesscurt lessresp poorserv notsmart actfraid thkdisho
actbettr callnmes trethara follstor, pw obs sig
This workedbut it didn't include my subpop specification. I
then tried the same thing with my subpop specifcation and it
DIDN'T work. Any ideas on how to use the corr_svy module to
obtain the correlation matrix, accounting for the weight and
design variables and allowing me to restrict my analyses to my
subpop of interest?
corr_svy lesscurt lessresp poorserv notsmart actfraid thkdisho
actbettr callnmes trethara follstor [pweight=wgtcent],
strata(stratum) psu(clust) subpop(if race3cat==2 & sex==1 &
(riwyes==1 & riwyes <.)) pw obs sig print(10) star(5)
subpop() does not contain a valid varname
r(198);
. svyset clust [pweight=wgtcentriw], strata (stratum) _n
Note: stage 1 is sampled with replacement; all further stages
will be ignored
pweight: wgtcentriw
VCE: linearized
Single unit: missing
Strata 1: stratum
SU 1: clust
FPC 1: <zero>
. corr_svy lesscurt lessresp poorserv notsmart actfraid thkdisho
actbettr callnmes trethara follstor, pw obs sig
In addition, does anyone know how to use the matrix I am trying
to obtain above to obtain a covariance matrix that can be easily
transferred to Mplus or LISREL for CFA and SEM analyses?
Thanks for your consideration,
Ishtar Govia
ishtargovia@gmail.com
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/


Nicholas Winter 434.924.6994 t
Assistant Professor 434.924.3359 f
Department of Politics nwinter@virginia.edu e
University of Virginia faculty.virginia.edu/nwinter w
PO Box 400787, 100 Cabell Hall
Charlottesville, VA 22904
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/


Nicholas Winter 434.924.6994 t
Assistant Professor 434.924.3359 f
Department of Politics nwinter@virginia.edu e
University of Virginia faculty.virginia.edu/nwinter w
PO Box 400787, 100 Cabell Hall
Charlottesville, VA 22904
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/


Nicholas Winter 434.924.6994 t
Assistant Professor 434.924.3359 f
Department of Politics nwinter@virginia.edu e
University of Virginia faculty.virginia.edu/nwinter w
PO Box 400787, 100 Cabell Hall
Charlottesville, VA 22904
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/