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Re: Ang. Re: st: Robust SE and svy


From   Steven Samuels <[email protected]>
To   [email protected]
Subject   Re: Ang. Re: st: Robust SE and svy
Date   Tue, 27 Jan 2009 11:50:38 -0500

It will work in the sense that the log will show results, but why - poisson-? If your data are not Poisson distributed, some other procedure for non-negative data may fit better, for example -svy: nbreg-, or even -svy: reg- on the logarithms. Only you can test these on your data, so you must make the choice.

-Steve
On Jan 27, 2009, at 11:20 AM, Tomas Lind wrote:

My data is a stratified (on geographical areas) crossectional survey
weighted for design and dropout. Within each strata is a simple random sample of a few hundred observations. I need robust standard error because
data are not truly Poisson (but with robust standard error it works
according to litterature).

I intended to do analysis like this:

svyset  [pweight=wgt] , strata(str)

svy: poisson   y  x1  x2  x3 ,  irr

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