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Re: st: AW: implementation of variance formula


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AW: implementation of variance formula
Date   Tue, 10 Mar 2009 12:55:05 -0400

Martin,
   That Horvitz-Thompson estimator is used when the sample design includes
sampling without replacement as opposed to sampling with
replacement.
    Regards,
    Bob


Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University


Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2008.pdf

CV:  http://homepages.nyu.edu/~ray1/vita.pdf

----- Original Message -----
From: Martin Weiss <martin.weiss1@gmx.de>
Date: Tuesday, March 10, 2009 8:32 am
Subject: st: AW: implementation of variance formula
To: statalist@hsphsun2.harvard.edu


> <> 
> The most prominent one is probably the one of the OLS estimator "V =
> s^2*(X'X)^(-1)" which you can see in Mata action in 
> 
> *************
> help m1_interactive
> *************
> 
> 
> 
> HTH
> Martin
> 
> 
> -----Ursprüngliche Nachricht-----
> Von: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Inna Becher
> Gesendet: Dienstag, 10. März 2009 12:07
> An: statalist@hsphsun2.harvard.edu
> Betreff: st: implementation of variance formula
> 
> Dear statalisters,
> 
> I have to implement a formula of the variance of modified 
> horvitz-thompson-estimator. 
> My dataset is very large, so I cannot produce a lot of new variables in
> order to do that. 
> Should I use mata? Are there any examples of implementing variance 
> formulas in stata?
> Thank you.
> 
> Inna Becher
> 
> 
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