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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? > > * > > * 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/ * * 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:*Inna Becher <inna.becher@uni-konstanz.de>

**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>

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

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