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From |
Steve Samuels <sjsamuels@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: -svyset- methods to account for singleton PSUs |

Date |
Mon, 5 Jul 2010 13:44:03 -0400 |

1) The -singleunit(certainty)- option should be specified whenever a PSU was selected with certainty. To use it, create a separate stratum for each such unit. If later stages of sampling are ignored in -svyset- then this option ignores the contribution from later stage units to standard errors and so will understate the standard error slightly. Theorems 10.3 and 10.4, p. 286 of WG Cochran (1977) Sampling Techniques, Wiley, shows that for SRS at all stages, the bias from ignoring the later stages will be minimal: the denominator for the later stage variance components is the total number of observations at that stage, which can often be large. In some designs, all strata contain only a single PSU and standard errors are formed from differences in the squares of PSU means from adjacent strata. See the new -svy sdr- command. When -svy sdr- is used, the - singleunit()- option should have no effect. The other two automatic options are intended for situations in which one or more selected PSUs is missing from the stratum. This can occur when the entire PSU is missing, or more commonly, when either there are no members of a subpopulation in a PSU or when there are no observations in the PSU with non-missing values of crucial variables. In these cases, I prefer not to use either automatic option, but to merge the single unit PSUs with PSUs in "adjacent" strata. 2) The singlunit(centered) option will usually yield an upwardly biased estimate of standard error, as you surmise. If the absent PSUs are missing at random, the contribution to (positive) bias will be roughly proportional to the squared difference between stratum mean and population mean, divided by sample size. However, if PSU missingness is related to the magnitude of the study variables, the bias could be negative. The amount bias in any one study will be depend on the particulars. 3) The direction of the bias from the singleunit(scaled) option can be positive or negative, not just negative as you expect. Again, generalization is impossible and will depend on the particular population, stratum, and reason for missingness of absent PSUs. Steve On Mon, Jul 5, 2010 at 10:14 AM, James Shaw <shawjw@gmail.com> wrote: > Can anyone cite references that discuss the singleunit(centered) and > singleunit(scaled) methods for accommodating singleton PSUs? I would > expect the certainty and scaled methods to yield downward-biased > variance estimates and the centered method to yield upward-biased > estimates. However, it is not clear to me if and how the magnitudes > of the biases differ among the methods. -- Steven Samuels sjsamuels@gmail.com 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/

**References**:**st: -svyset- methods to account for singleton PSUs***From:*James Shaw <shawjw@gmail.com>

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