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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 > > * > * 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/ > -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * 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/

**References**:**st: nonparametric regression with sampling weights***From:*Andaleeb Alam <andaleebjalam@gmail.com>

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