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Re: Re: st: RE: AW: ratio function


From   Steve Samuels <[email protected]>
To   [email protected]
Subject   Re: Re: st: RE: AW: ratio function
Date   Fri, 23 Apr 2010 07:32:24 -0400

> "svy: mean wage, over(year)" is not equal "svy: mean wage if year==2009"

The "if statement" is incorrect, unless year was a stratification
variable that you identified to Stata.

-nlcom- after -svy: mean-, over(year),   is the proper approach.


2010/4/23 Roman Kasal <[email protected]>:
> ok, for this purpose I agree, that is ok...but what about if I want to calculate SE of Mean in years 2009 and 2008 and then ratio with SE of the means?
>
> the problem is that CI of
> "svy: mean wage, over(year)" is not equal "svy: mean wage if year==2009"
> for the year 2009 because of different degrees of freedom (SE's are equal), the first command gives wrong CI.
>
> is any elegant solution to handle this in Stata with "nlcom" or do I have to calculate it manually?
>
> thank you
>
> -----Original Message-----
> From: [email protected] [mailto:[email protected]] On Behalf Of Steve Samuels
> Sent: Thursday, April 22, 2010 3:08 PM
> To: [email protected]
> Subject: Re: Re: st: RE: AW: ratio function
>
> The degrees of freedom are correct.  See any sampling text.
>
> Briefly: To identify a subpopulation, each observation in the sample
> receives a 0-1  indicator variable d.   If X is the numerator variable
>  and Y is the denominator variable, the numerator for the ratio of is
> the sum *over the entire sample*  of Z_x = d *X and the denominator is
> the sum of Z_y = d * Y.  The standard errors are based on variability
> in the Z's, including the zero values.
> By the way, the standard errors formulas are valid only if the
> expected number of observations in a subpopulation is at least 20.
>
> Steve
>
> 2010/4/22 Roman Kasal <[email protected]>:
>> thank you for the code, but I have found a problem:
>>
>> if I calculate over(foreign) the bound are enumerated with "e(N_psu)-e(N_strata)" degrees of freedom, but not for each foreign (degrees of freedom are for whole dataset) and this is wrong I assume.
>>
>> thank you
>>
>> -----Original Message-----
>> From: [email protected] [mailto:[email protected]] On Behalf Of Steve Samuels
>> Sent: Friday, April 02, 2010 2:58 PM
>> To: [email protected]
>> Subject: Re: Re: st: RE: AW: ratio function
>>
>> Roman
>> Perhaps we misunderstand what you are asking for. I  We have been
>> assuming that you  want the ratio of the means of two variables
>> ("columns"?) measured possibly on the same person.  Perhaps you want
>> the ratio of the means of one variable for two subpopulations.   Both
>> analyses will ignore missing values.
>>
>> If this is not what you desire, then please demonstrate by hand what
>> you do want on a small, non-survey data set.. Also I'd like to know
>> which R function does what are asking for
>>
>>  The following do file computes the ratio of means with CI and then
>> does the same for the log ratio and transforms to the original scale.
>>
>> -Steve
>>
>>
>> **************************CODE BEGINS**************************
>> capture program drop _all
>> program antilog
>> local lparm  el(r(b),1,1)
>> local se    sqrt(el(r(V),1,1))
>> local bound  invttail(e(df_r),.025)*`se'
>> local parm  exp(`lparm')
>> local ll  exp(`lparm'  - `bound')
>> local ul  exp( `lparm' + `bound')
>> di  "parm =" `parm'  "    ll = " `ll'  "   ul = " `ul'
>> end
>>
>> sysuse auto, clear
>> svyset _n
>> svy: mean mpg, over(foreign)
>> nlcom (myratio1: _b[Domestic]/_b[Foreign])   //ratio
>> nlcom (myratio2: log(_b[Domestic]/_b[Foreign]))   // log ratio
>> // Confidence interval of last -nlcom- on antilog scale
>> antilog
>> ***************************CODE ENDS***************************
>>
>>
>>
>> .
>>
>> On Fri, Apr 2, 2010 at 2:37 AM, Roman Kasal <[email protected]> wrote:
>>> I don't agree...so how to do it when you want to find out ratio between
>>> years, male X female, ...? So there is no solution? Just to keep N,mean,
>>> SE, degrees of freedom, N_strata, N_psu, .... and calculate it manually?
>>> I think it is not appropriate solution, at least to have it as an
>>> option. I think there is missing a lot with complex survey in Stata and
>>> complex survey is needed for almost every survey research, even freeware
>>> R-project is better equipped :(
>>>
>>> so have a hope Stata will get it soon....immediately we are buying it
>>> again :)
>>>
>>>>
>>>>
>>> And it should.   Data (x,y) (1,2) (2,4) (3,6) (100,.)    will give an
>>> entirely different view of the data if the unpaired observation is
>>> included in a mean or ratio calculation.  Or consider data with x
>>> missing in half the pairs and y missing in the other half; the ratio
>>> of means would be meaningless.
>>>
>>> The formulas for standard errors for ratios  assume that the data are
>>> paired. Formally, they are based on the residual MSE of a regression
>>> of y on x through the origin. You cannot do that regression with
>>> unpaired data.
>>>
>>> If your concern is missing data, the solution is to impute the missing
>>> values before analysis.
>>>
>>> Steve
>>>
>>>
>>> *
>>> *   For searches and help try:
>>> *   http://www.stata.com/help.cgi?search
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>>> *   http://www.ats.ucla.edu/stat/stata/
>>>
>>
>>
>>
>> --
>> Steven Samuels
>> [email protected]
>> 18 Cantine's Island
>> Saugerties NY 12477
>> USA
>> Voice: 845-246-0774
>> Fax:    206-202-4783
>>
>> *
>> *   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:
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>> *   http://www.ats.ucla.edu/stat/stata/
>>
>
>
>
> --
> Steven Samuels
> [email protected]
> 18 Cantine's Island
> Saugerties NY 12477
> USA
> Voice: 845-246-0774
> Fax:    206-202-4783
>
> *
> *   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/
>



-- 
Steven Samuels
[email protected]
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax:    206-202-4783

*
*   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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