st: -svy- commands with a pps sample vs. a simple random sample

[Mike Lacy <Michael.Lacy@colostate.edu>]

Greetings,

I'm getting standard errors for means and regression coefficients 
using the -svy- commands that surprise me enough to make me wonder if 
I am using them correctly.  What I'm finding is that the SE(mean) and 
SE(b) are smaller with a simple random sample than with probability 
proportional to size,
even though the pps sample  is constructed using a variable 
correlated about 0.9 with the outcome of interest.  Below, I have 
some code with simulated data that shows what I am doing.


Background: I'm simulating data for an electrical utility usage 
reduction experiment. I've made the simulated distribution of kwh 
usage look like the real distribution.  I assume that the percent of 
kwh usage saved (savepct) following an experiment with the users is of the
form y = b0 + b1X + b2*sqrt(x), with that being the function of 
interested to be estimated.

// Create the simulated data
clear
set obs 25000
local sampleN = 500
set seed 83573
gen kwh = exp(rnormal(6.4, 0.65))  // kwh usage
gen savepct = -0.61 - 0.00014*kwh + 0.14 * sqrt(kwh)  // looks realistic to me
replace savepct = savepct + rnormal(0,0.5)  // gives r = 0.9 with kwh
// Population regression relationship
gen sqrtk = sqrt(kwh)
regress savepct kwh sqrtk   // The true populatioh relationship
//
// Sample the data, pps, and run a regression model
quiet summ kwh, detail
gen pps = `sampleN' * kwh/r(sum)  // sampling prob to get pps and n = 500
// User written -gsample- , see -findit gsample-
gsample `sampleN' [aw = pps],  gen(picked_pps) wor
gen pwt = 1/pps
svyset _n [pweight = pwt]
svy: mean savepct if picked_pps
svy: regress savepct kwh sqrtk if picked_pps
//
// Repeat analysis with simple random sampling
svyset, clear
gsample `sampleN',  gen(picked_psrs) wor
gen psrs = `sampleN'/`=_N' // sampling prob
replace pwt = 1/psrs
svyset _n [pweight = pwt]
svy: mean savepct if picked_psrs
svy: regress savepct kwh sqrtk if picked_psrs


Thanks,


=-=-=-=-=-=-=-=-=-=-=-=-=
Mike Lacy, Assoc. Prof.
Soc. Dept., Colo. State. Univ.
Fort Collins CO 80523 USA
(970)-491-6721   


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