Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down on April 23, and its replacement, **statalist.org** is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: GSAMPLE R3300 |

Date |
Thu, 6 Sep 2012 17:17:28 -0400 |

Sam: You've missed the point of Stas's post: After removing the initial certainty units, the scaled size measures (probabilities) of the remaining units must be adjusted upward so that they sum to 1. Now additional units might violate the inequality quoted in the -gsample- error message. The process is repeated until the inequality is not violated for any the remaining units. Some alternatives to -gsample- and -samplepps- (SSC): Sampford's Method can be found in the SAS SURVEYSELECT procedure. SAS's default PPS method is the Hanurav-Vijayan method (Vijayan, 1968); see also Fox (1989) and Golmant (1990). Tilley's elimination method can be found in the R "sampling" package as the -UPTille- command. Tille (2006) is the definitive text these days. See also the -help- for Ben Jann's -mf_mm_sample- for more information (-gsample- is a wrapper for this). References: Fox, D. R. (1989), "Computer Selection of Size-Biased Samples," The American Statistician, 43(3), 168–171. Golmant, J. (1990), "Correction: Computer Selection of Size-Biased Samples," The American Statistician, 44(2), 194. Tillé, Yves. 2006. Sampling algorithms. New York: Springer. Vijayan, K. (1968), "An Exact Sampling Scheme: Generalization of a Method of Hanurav," Journal of the Royal Statistical Society, Series B, 30, 556–566. Steve On Sep 6, 2012, at 1:04 PM, Lucas wrote: Why not simply remove the certainty units (C Units), draw the sample from the remainder units (R Units) to obtain the sampled units (S Units), then add the certainty and sampled sets (C & S) together to form the final sample (FS units)? Sam On Thu, Sep 6, 2012 at 8:44 AM, Stas Kolenikov <skolenik@gmail.com> wrote: On Thu, Sep 6, 2012 at 9:28 AM, Lieke Boonen (SiRM) <Lieke.Boonen@sirm.nl> wrote: We try to take a sample from our population, without replacement. we have several subgroeps with a high sampling weight. However with the gsample command it gives an error because for these cases the w_i*n /sum(w) is lager than 1. We thought the program looked at the relation between the weights and that this should not be a problem. Does anyone recognize this problem and is there a solution for this problem? As far as I can recall, -gsample- does a decent job of selecting one observation from the list, provided, as you found the hard way, that you don't have any certainty units. However, it is not appropriate for many real situation sampling problems, which usually require more complicated code. You also need to be aware that PPSWOR is a very non-trivial and counter-intuitive task. See http://www.citeulike.org/user/ctacmo/tag/unequal_prob_sampling for the appropriate references. All in all, you probably need to do this: 1. Identify the certainty units, set their probability of selection to 1. 2. Adjust the probability distribution, pulling up the probabilities for other units. 3. Check again for the certainty units: repeat steps 1-2 until the probability of selection on a single draw have converged. 4. Implement your PPS procedure -- systematic sample is the poor man, old days shortcut procedure to sample from the physical list on sheet(s) of paper that leads to technical difficulties in variance estimation; Rao-Hartley-Cochran is the easiest-to-implement shortcut that leads to an approximate PPS; Rao-Sampford used to be the most rigorous choice until Tille's elimination procedures appeared in the literature. -- -- Stas Kolenikov, PhD, PStat (SSC) :: http://stas.kolenikov.name -- Senior Survey Statistician, Abt SRBI :: work email kolenikovs at srbi dot com -- Opinions stated in this email are mine only, and do not reflect the position of my employer * * 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/ * * 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/

**Follow-Ups**:**Re: st: GSAMPLE R3300***From:*Lucas <lucaselastic@gmail.com>

**References**:**st: GSAMPLE R3300***From:*"Lieke Boonen (SiRM)" <Lieke.Boonen@sirm.nl>

**Re: st: GSAMPLE R3300***From:*Stas Kolenikov <skolenik@gmail.com>

**Re: st: GSAMPLE R3300***From:*Lucas <lucaselastic@gmail.com>

- Prev by Date:
**st: Hausman instruments - transfer varying variable of one variable as column next to other variables** - Next by Date:
**RE: st: RE: Hausman-Taylor AR(1) estimator** - Previous by thread:
**Re: st: GSAMPLE R3300** - Next by thread:
**Re: st: GSAMPLE R3300** - Index(es):