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Re: st: nonparametric regression with sampling weights


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: nonparametric regression with sampling weights
Date   Thu, 18 Feb 2010 09:00:01 -0600

Two suggestions:

1. The most knowledgeable person who does nonparametric regression with
survey data is Jean Opsomer of Colorado State University. He uses R... and
generally R is far better suited for non-parametric stuff than Stata. I
vaguely remember Sharon Lohr (Arizona State University) presenting something
on non-parametric regression with survey data, and she is SAS-oriented.

2. You could consider a different version of a semi-parametric regression
model with splines, which are essentially additional regressors in your
model, and hence are estimable with -svy: regress-. I don't think you can
come up with any serious interpretation in terms of the population quantity
such regression attempts to estimate though.

On Wed, Feb 17, 2010 at 3:18 PM, Andaleeb Alam <andaleebjalam@gmail.com>wrote:

> Hi,
>
> I am working with Pakistan Standard Living Measurement Survey (it's a
> household level survey with a two-stage stratified sample design). I am
> interested in running a kernel weighted linear regression. From what I have
> tried, Stata does not allow the use of analytic weights if I am using
> svy:reg. What do you recommend I should do? Transform my data by my kernel
> weights and then do svy:reg? I have come across papers that do non
> parametric estimations using survey data so I am assumig that there must be
> some stata command that lets you do this?! If there is no such Stata
> command
> or my suggestion to transforms the data is incorrect, please recommend what
> can I do?
>
> Thanks
>
> Andaleeb
>
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-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
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