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Re: st: implementation of variance formula


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: implementation of variance formula
Date   Wed, 11 Mar 2009 10:10:16 -0400

Inna,
   Can you jacknife or bootstrap to obtain your variances?
         -   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: Inna Becher <inna.becher@uni-konstanz.de>
Date: Wednesday, March 11, 2009 4:50 am
Subject: Re: st: implementation of variance formula
To: statalist@hsphsun2.harvard.edu


> I can calculate the probability for each network (=cluster) to be 
> included in the sample. I also can
> calculate for each pair of selected clusters to be included in the 
> sample. My problem is: this probabilities are to be saved somewhere. 
> Should it be a matrix? I have not yet worked with matrices to 
> calculate 
> variances. The version of H-T-estimator I need is not implemented in svy-.
> I wrote an ado for sampling design that I need and implemented 
> H-T-estimator for the mean, but not for the variance.
> 
> Steven Samuels schrieb:
> > Inna:
> >
> > You don't say which version of the H-T estimator you want; there are 
> 
> > many versions. The estimates themselves depend on knowing for each 
> > cluster the probability that would be included in the sample. This 
> > quantity must be supplied with the data set.  It might or might not 
> be 
> > a simple function of the cluster "size" measure.
> >
> > Thel formulas for the variance of the classical H-T estimators are  
> 
> > also functions of the probability  that each pair of selected 
> clusters 
> > would be included in the sample; if there are m clusters in a 
> stratum, 
> > there  are m(m-1)/2  of these  probabilities.  Were they  supplied 
> > with the data set?  Even if  you have them, you would still have to 
> 
> > write your own (probably MATA) code  to utilize them.
> >
> > There is an alternative.  Stata's survey commands produce modified  
> 
> > H-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 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?
> > *
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