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Re: st: Bootstrapping in svy with vce(linearized)


From   Steve Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Bootstrapping in svy with vce(linearized)
Date   Thu, 12 Apr 2012 18:03:59 -0400

Rini Rao:

Look at the results of -svy: regress- again; they state the reason for the missing standard errors; it has little to do with sample size. Also re-read the -help- for -svyset- about the consequences of choosing the singleunit(missing) option. Choose a different one; I suggest "centered" as the most conservative.  

And, as Stas pointed out, you must incorporate your -if- clause into the subpop() definition.

Steve
sjsamuels@gmail.com

On Apr 12, 2012, at 2:18 PM, Rini Rao wrote:

Hello fellow Stata folks,

I am using the NHANES data with the svy command and vce(linearized).
For my analysis, I have created subgroups based on certain parameters
for complete data. e.g (s_white_1840)

For certain subgroups, I have ended up with very small sample sizes
(e.g. n=353) and in some cases I only get a model co-efficient
estimate without accompanying standard errors.
e.g.

. svyset psu [pweight=wtsaf], strata(strata) vce(linearized) singleunit(missing)


. xi: svy, sub(s_gaby_diab_1318): regress egfr abdobes if homa_1318<4 & htn==0
(running regress on estimation sample)

Survey: Linear regression

Number of strata   =        74                     Number of obs
=      1544
Number of PSUs     =       148                  Population size    = 6726762.5

Subpop. no. of obs =      1544

Subpop. size       = 6726762.5

Design df          =        74
                                                                 F(
0,     74)    =         .
                                                                 Prob
> F           =         .

R-squared          =    0.0029

------------------------------------------------------------------------------
              |                Linearized
       egfr |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
abdobes |   3.147383          .        .       .            .           .
   _cons |   92.33331          .        .       .            .           .
------------------------------------------------------------------------------
Note: missing standard errors because of stratum with single sampling unit.


Now, how can I obtain unbiased S.E. and confidence intervals for this
estimate. Is it acceptable to run a bootstrap using this command? (I
get a reasonable output using this command but I don't know if it
makes sense to use this).

bootstrap _b _se if homa_1318<4 & fabg<100 & htn==0, reps(1000)
strata(s_gaby_diab_1318) seed(89) : regress egfr abdobes

Harini Sarathy.
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