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

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Chi2 test on weighted data |

Date |
Fri, 21 Sep 2012 15:46:26 -0400 |

Let me make this clear: the "uncorrected" chi square is the ordinary chi square statistic, but with weighted cell proportions in stead of raw proportions. Details are given in the manual. If you used the uncorrected chi square statistic produced in your example, you would have P = 0.11, compared to the more accurate P = 0.19. So now you have me curious: Why does this project "need" a test whose p-value is known to be bad? Steve Actually, -svy: tab- also shows the uncorrected, weighted, Pearson chi square statistic. It's not appropriate for doing a "chi square test", but there it is. Steve The Design-based F produced by -svy tab- _is_ a corrected weighted Pearson chi square statistic. But because of the complex sampling design, the distribution of the uncorrected version is not chi square. To get a valid p-value, the chi square statistic is converted to an F statistic. For details and references, see the manual entry for "svy: tabulate twoway". Steve On Sep 20, 2012, at 8:38 AM, Dr. Annelies Blom wrote: Dear Steve, dear all, Thank you very much for your answer. I was aware of the svy commands. However, the command does not support the chi2 option. When I estimate the table without the chi2 option, I do get a chi2 estimate, however, according to the output this estimate is "uncorrected". I assume that this means that the weightt is not taken into account, right? Stata does calculate a " Design-based F", however, for this project I need the chi2. The output for the tests looks as follows: Pearson: Uncorrected chi2(4) = 7.5233 Design-based F(3.97, 18286.26)= 1.5275 P = 0.1916 Does anyone know whether I am just misinterpreting the output or how to get Stata to deliver weighted chi2 estimates? Best, Annelies Date: Mon, 10 Sep 2012 17:32:27 -0400 From: Steve Samuels <sjsamuels@gmail.com> Subject: Re: st: Chi2 test on weighted data Hello, Annelies. Welcome to Statalist! The command you are seeking is "svy tabulate", and you might have found it by typing "help survey tabulate". For valid test results, you must first specify the survey design with -svyset-. Typing "help survey" will introduce Stata's survey capabilities. There are a number of contributed survey commands, so ask if you need functionality that the built-in commands do not provide. Steve On Sep 10, 2012, at 2:00 PM, Prof. Annelies Blom wrote: Dear all, I have a quick question which I just don't seem to be able to solve. I would like to perform a chi2 test on whether two categorical variable are related. My data are survey data and contain a design weight. Thus, I gathered that I should use pweights. However, I cannot find any command that lets me perform a chi2 test on pweighted data. For example: tabulate does not allow the pweight option and, moreover, does only allow frequency weights in combination with the chi2 analysis. What am I missing? Best, Annelies * * 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: Chi2 test on weighted data***From:*Stas Kolenikov <skolenik@gmail.com>

**References**:**Re: st: Chi2 test on weighted data***From:*"Dr. Annelies Blom" <blom@survex.de>

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