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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   Thu, 12 Mar 2009 10:03:03 -0400

Inna,
  That could be an alternative to the H-T variance estimator.
         - 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: Thursday, March 12, 2009 4:38 am
Subject: Re: st: implementation of variance formula
To: statalist@hsphsun2.harvard.edu


> Robert,
> 
> I simulate 1000 samples from a population and for each sample I 
> calculate the H-T-estimator for the mean and I have to calculate the 
> variance for the H-T-mean. Afterwards I'll investigate their 
> distribution over 1000 samples.
> 
> Robert A Yaffee schrieb:
> > 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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