[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: implementation of variance formula |

Date |
Thu, 12 Mar 2009 15:24:42 +0100 |

Robert A Yaffee schrieb:

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.eduRobert,I simulate 1000 samples from a population and for each sample Icalculate the H-T-estimator for the mean and I have to calculate thevariance for the H-T-mean. Afterwards I'll investigate theirdistribution 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.eduI can calculate the probability for each network (=cluster) to beincluded in the sample. I also cancalculate for each pair of selected clusters to be included in thesample. My problem is: this probabilities are to be savedsomewhere.Should it be a matrix? I have not yet worked with matrices tocalculatevariances. The version of H-T-estimator I need is not implementedin svy-.I wrote an ado for sampling design that I need and implementedH-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; therearemany 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 mightnotbea 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 selectedclusterswould be included in the sample; if there are m clusters in astratum,there are m(m-1)/2 of these probabilities. Were they suppliedwith the data set? Even if you have them, you would still havetowrite 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 ifyou-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 instata?* * 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:*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>

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

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

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

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

- Prev by Date:
**RE: st: nonconvergence of switching probit when data weighted** - Next by Date:
**RE: st: nonconvergence of switching probit when data weighted** - Previous by thread:
**Re: st: implementation of variance formula** - Next by thread:
**Re: st: implementation of variance formula** - Index(es):

© Copyright 1996–2014 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |