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Re: st: Creating post-stratification weights for use in Stata & other software


From   "Michael I. Lichter" <mlichter@buffalo.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Creating post-stratification weights for use in Stata & other software
Date   Tue, 22 Sep 2009 15:41:55 -0400

Steven,

Do you know of a text or article that has a good, practical discussion of poststratification beyond the 2-3 pages it gets (at best) in many texts? This would include not only the calculation of weights and variances, but also detecting and dealing with problems (cells too small, too much variance inflation, etc.). Thanks.

Michael

sjsamuels@gmail.com wrote:
The formula in the archive is not OK for all purposes. The weights
computed by it  will not sum to population totals and will not equal
the weights produced by Stata.

For a simple random sample, the post-stratified weight  for an
observation in post-straum h  is : N_h divided by n_h  where N_h is
the population total in the stratum and n_h is the sample number in
the post-stratum. You should prove the formula from the section on
post-stratification in one of your sampling books or  in the Stata
manual.  I would certainly not regard my post here as authoritative
enough to serve as a publication reference.

Note that if  your colleagues treat the post-stratification weights as
ordinary pweights, they might not get the same standard errors as
Stata does.

I'm going to quote Mike Hanson's instructions to his advanced
econometrics class again:
"Never push a button or type a command you do not fully understand.“
(Statalist May 8, 2009)

 -Steve

On Mon, Sep 21, 2009 at 2:45 PM, Michael I. Lichter
<mlichter@buffalo.edu> wrote:
Carolina,

I didn't look very closely at the e-mail in the archive, but it seems OK. It
would be easier, however, to use the undocumented -svygen poststratify-
command in Stata 10 and 11 or the user-written -survwgt- package ("findit
survwgt") (which also does raking and is a bit more flexible if also more
complex).

Note that if you use a sub-package that supports pweights, like the SPSS
complex samples (CS*) routines, you should get the same results as in Stata
if your tabulations are for the whole sample. For subsamples, results may
differ because Stata svy poststratification will adjust the weights for the
subsetting in a way that the other package will not.

-----
sysuse auto
gen count = 100 if foreign ==0
replace count = 120 if foreign == 1
svyset, poststrata(foreign) postweight(count)
svy: tab foreign, count
svygen poststratify pswt, poststrata(foreign) postweight(count)
svyset [pw=pswt]
svy: tab foreign, count
-----

Michael

Carolina Herrera wrote:
Hello everyone,
I am working with a very simple random sample that we've post-stratified
using the standard commands in Stata (poststrata postweight fpc). A
colleague would also like to use the dataset, but he doesn't work in Stata
and wanted a version that could be used in any other statistical package
(SPSS, SAS, R, etc.).

After hunting around on the statalist archives I found a post explaining
how to manually calculate post-stratification weights:
(http://www.stata.com/statalist/archive/2008-11/msg00152.html) which, I
think suggested I treat these post-stratification weights like pweights and
that these pweights could then be implemented in Stata (or elsewhere) to get
the same point-estimators and standard errors.
Is that the correct way to implement simple post-stratification without
using Stata's post-stratification commands?

many thanks, Carolina


Carolina Herrera
Statistician
Center for the Health Professions
UCSF

--
Michael I. Lichter, Ph.D. <mlichter@buffalo.edu>
Research Assistant Professor & NRSA Fellow
UB Department of Family Medicine / Primary Care Research Institute
UB Clinical Center, 462 Grider Street, Buffalo, NY 14215
Office: CC 126 / Phone: 716-898-4751 / FAX: 716-898-3536

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--
Michael I. Lichter, Ph.D. <mlichter@buffalo.edu>
Research Assistant Professor & NRSA Fellow
UB Department of Family Medicine / Primary Care Research Institute
UB Clinical Center, 462 Grider Street, Buffalo, NY 14215
Office: CC 126 / Phone: 716-898-4751 / FAX: 716-898-3536

*
*   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/



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