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From |
Inna Becher <inna.becher@uni-konstanz.de> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: implementation of variance formula |

Date |
Wed, 11 Mar 2009 09:49:47 +0100 |

Steven Samuels schrieb:

Inna:You don't say which version of the H-T estimator you want; there aremany versions. The estimates themselves depend on knowing for eachcluster the probability that would be included in the sample. Thisquantity must be supplied with the data set. It might or might not bea simple function of the cluster "size" measure.Thel formulas for the variance of the classical H-T estimators arealso functions of the probability that each pair of selected clusterswould be included in the sample; if there are m clusters in a stratum,there are m(m-1)/2 of these probabilities. Were they suppliedwith the data set? Even if you have them, you would still have towrite your own (probably MATA) code to utilize them.There is an alternative. Stata's survey commands produce modifiedH-T estimates . You can obtain appropriate standard errors if you-syset- your data according to the design.On Mar 10, 2009, at 7:07 AM, Inna Becher wrote:Dear statalisters,I have to implement a formula of the variance of modifiedhorvitz-thompson-estimator. My dataset is very large, so I cannotproduce a lot of new variables in order to do that. Should I usemata? Are there any examples of implementing variance formulas in 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/

* * 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/

**Follow-Ups**:**Re: st: implementation of variance formula***From:*Stas Kolenikov <skolenik@gmail.com>

**Re: st: implementation of variance formula***From:*Robert A Yaffee <bob.yaffee@nyu.edu>

**References**:**st: implementation of variance formula***From:*Inna Becher <inna.becher@uni-konstanz.de>

**Re: st: implementation of variance formula***From:*Steven Samuels <sjhsamuels@earthlink.net>

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