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Re: st: How to set calibrated weights


From   Steve Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How to set calibrated weights
Date   Wed, 24 Oct 2012 09:41:40 -0400

Veronica:

 "Introduction to Wave 1 Data May 2012"

I look through the NIDS web site information for Wave 2 and finally resorted to a Google Search for ' "NIDS
svyset and got a hit to "Introduction to Wave 1 Data May 2012" at: http://www.nids.uct.ac.za/home/index.php?/Nids-Documentation/documents.html

There is the statement :
"In Stata the recommended svyset command is svyset [pw= w1_wgt], strata(w1_hhdc) psu( w1_hhcluster)."

This is incorrect syntax.  The proper syntax for -svyset- would be

*************************************************
svyset w1_hhcluster [pw= w1_wgt], strata(w1_hhdc)
************************************************

Now, you have to find the equivalent w2_ variables.  The clue to the PSU is that it takes on 400 unique values. It might be w2_hhcluster, but is could be w2_hhgeo. which you picked out as a cluster variable.

So the correct statement is likely to be either:
*************************************************
svyset w2_hhcluster [pw= w2_wgt], strata(w2_hhdc)
svydes
************************************************
OR
*************************************************
svyset  w2_hhgeo [pw= w2_wgt], strata(w2_hhdc)
svydes
************************************************

The one with #units = 400 distinct values is correct  If both show 400 units, see which one  reproduces Table 2 of the  "Introduction to Wave 1 Data May 2012". The following code can help do this:
*************************************
egen t_geo = tag(ww2_hhgeo)
egen t_cluster = tag(ww2_hhcluster)
tab w2_gc_prov if t_geo
tab w2_gc_prov if t_cluster
*************************************

So it is up to you to do the detective work and to study about survey design.
Good luck.

Steve
 




On Oct 21, 2012, at 5:05 AM, Veronica Galassi wrote:

Dear Steve,

Thank you very much for your time.

This is the quote from the document describing the sampling
methodology (Methodology: Report on NiDS Wave 1, page 9). This
technical document and the one explaining how weights have been built
can be found here:
http://www.nids.uct.ac.za/home/index.php?/Nids-Documentation/technical-papers.html.
"A stratified, two-stage cluster design was employed to be included in
the base wave. In the first stage, 400 PSUs where included from Stats
SA's 2003 Master Sample of 3,000 PSUs...A PSU is defined as a
geographical area that consists of at least one Enumeration Area (EA)
or several EAs from the 2001 census...In some cases it has been
necessary to add EAs to the original EA to meet the requirement of a
minimum of 74 households per PSU."
I tried to contact the organisation responsible for the survey asking
for more info regarding the PSU but they did not come back to me. The
reason why I called the clusters "cluster 1" and "cluster 2" is just
to distinguish them from each other. In the above-mentioned document
there is no clear reference to province and geographical type being
cluster 1 and 2. Looking at the variables in the dataset and reading
the documents, I deduced they were the two clusters in question.

This is what I typed when I tried not to specify the PSU:
"svyset [pw=w2_wgt], strata ( w2_gc_dc)|| w2_hhgeo|| w2_gc_prov"
And this is the error I got back (r198):"invalid use of _n;
observations can only be sampled in the final stage".

Yes, I tried to set the weights following the statement: "w2_gc_prov
[pw = w2_wgt], strata(w2_gc_dc) || w2_hhgeo" followed by svydes.
This is the output:

                                  #Obs per Unit
                             ----------------------------
Stratum    #Units     #Obs      min       mean      max
--------  --------  --------  --------  --------  --------
      1         1*      234       234     234.0       234
      2         1*      469       469     469.0       469
      3         1*      363       363     363.0       363
      4         1*      214       214     214.0       214
      5         1*      280       280     280.0       280
      6         1*      307       307     307.0       307
      7         1*      183       183     183.0       183
      8         1*      315       315     315.0       315
      9         1*      302       302     302.0       302
     10         1*      210       210     210.0       210
     12         1*      204       204     204.0       204
     13         1*      431       431     431.0       431
     14         1*      296       296     296.0       296
     15         1*      425       425     425.0       425
     16         1*      209       209     209.0       209
     17         1*      222       222     222.0       222
     18         1*      265       265     265.0       265
     19         1*      153       153     153.0       153
     20         1*      173       173     173.0       173
     21         1*      638       638     638.0       638
     22         1*      455       455     455.0       455
     23         1*      651       651     651.0       651
     24         1*      443       443     443.0       443
     25         1*      573       573     573.0       573
     26         1*      405       405     405.0       405
     27         1*      206       206     206.0       206
     28         1*      478       478     478.0       478
     29         1*      388       388     388.0       388
     30         1*      511       511     511.0       511
     31         1*      375       375     375.0       375
     32         1*      359       359     359.0       359
     33         1*      328       328     328.0       328
     34         1*      245       245     245.0       245
     35         1*      317       317     317.0       317
     36         1*      440       440     440.0       440
     37         1*      278       278     278.0       278
     38         1*      442       442     442.0       442
     39         1*      376       376     376.0       376
     40         1*      154       154     154.0       154
     42         1*      347       347     347.0       347
     43         1*      400       400     400.0       400
     44         1*      236       236     236.0       236
     76         2       374       124     187.0       250
     81         2       237        50     118.5       187
     82         2       187         3      93.5       184
     83         2       384        73     192.0       311
     84         2       205         2     102.5       203
     88         2       233        14     116.5       219
    171         1*      474       474     474.0       474
    275         1*      403       403     403.0       403
    572         1*      665       665     665.0       665
    773         1*      285       285     285.0       285
    774         1*      505       505     505.0       505
--------  --------  --------  --------  --------  --------
     53        59     18252         2     309.4       665

                       3703 = #Obs with missing values in the
                   --------   survey characteristics
                      21955


After having set the weights in this way, I tried to conduct some
descriptive statistics by typing:"svy: mean (tot_grem_k) if
tot_grem_k>0 & w2_a_cgprv1!=10"
I got back the mean but the standard errors were missing. In fact,
Stata gave me back the following note:"Note: missing standard error
because of stratum with single sampling unit.",as it is clearly shown
in the table above.

I hope this clarifies the sampling methodology a bit.
Thank you so much for your precious help, I am learning a lot from
your comments!!!

Kind regards,

Veronica




2012/10/20 Steve Samuels <sjsamuels@gmail.com>:
>> 
>> On Oct 20, 2012, at 5:08 AM, Veronica Galassi wrote:
>> 
>> Dear Steve,
>> 
>> Thank you very much for your kind reply and the useful references!
>> Your answer actually clarified many other doubts I had.
>> 
>> Your intuition that my post-stratified weights are calibrated is
>> correct. Unfortunately, I checked again the documents explaining the
>> sampling methodology and there the PSU is simply defined as a
>> geographic area containing more than 74 dwellings. Therefore I expect
>> the number of PSU to be high (around 3,000) whereas I only have 9
>> provinces and 4 geographical types in my survey. This implies that
>> none of my cluster variables can be the PSU.
> 
> You still haven't persuaded me. I'd have to see the quote from the study
> documents. Or, better, post a link to them if they are online. You'd
> better figure out what role, if any, the cluster variables have in the
> design. Why did you name them "cluster 1" and "cluster 2"?
>> However, if I got your point, it does not really matter which PSU I
>> indicate when conducting descriptive statistics. Is it correct?
> 
> No, it is not. It is scientifically irresponsible to publish estimates
> of descriptive statistics without indications of uncertainty (SEs, CIs).
> 
>> For
>> this reason, I also tried not to indicate any PSU but Stata gave me
>> back the error: "invalid use of _n; observations can only be sampled
>> in the final stage".
> See FAQ Section 3.3 First stence
> 
>> To cut it short, do you still believe I can use the statement "svyset
>> w2_gc_prov [pw = w2_wgt], strata(w2_gc_dc) || w2_hhgeo" you previously
>> indicated to set my calibrated weigths? ( In my case I cannot use the
>> fpc option).
> 
> I don't know, because you have not yet correctly described the sampling
> design. As an aside, ave you even tried the statement, which assumed
> that w2_gc_prov is the OSY? When you do, follow it by -svydes-.
> 
>> 
> 2012/10/20 Steve Samuels <sjsamuels@gmail.com>:
>> Veronica,
>> 
>> The PSU variable is not missing. It is the sampling unit at the first
>> stage of sampling and it's one of your cluster variables, probably
>> "cluster 1" (check). Your statement that one must know the PSU variable
>> to use probability weights is also incorrect. One can get proper
>> weighted estimates, though not standard errors, without knowing the PSU.
>> 
>> I'm not sure what wrong with your -concat- statement. I would have
>> used "egen combination = group()". For it to have worked, the value of
>> the "post-stratification weight" would have to be the population count
>> for each combination of the three variables.
>> 
>> If the "post-stratification" weights are not integers, they are probably
>> "calibration" weights that have already adjusted the probability
>> weights. In that case, further post-stratification are likely to be
>> superfluous. You would  then use the "post-stratification weight" in place of
>> the probability weights. All weights should be
>> described in the study documents (though usually not the"codebook"). If
>> they are not, then contact the organization that did the study for
>> details.
>> 
>> If sampling was without replacement at one or more stages,
>> you could use the fpc() option for those stages. In practice,
>> it makes a difference only for the first stage.
>> 
>> In any case, one guess at a -svyset- statement (assuming the
>> "post-stratification weight" is a "calibration" weight) is:
>> *************************************************************
>> svyset w2_gc_prov [pw = w2_wgt], strata(w2_gc_dc) || w2_hhgeo
>> **************************************************************
>> 
>> But I could be wrong, depending on how w2_wgt was calculated.
>> 
>> Before proceeding, I suggest that you learn more about sampling or take
>> a survey course. I gave some references in:
>> http://www.stata.com/statalist/archive/2012-09/msg01058.html.
>> The Stata survey manual is also a very good resource, though the section on
>> post-stratification is skimpy.
>> 
>> Steve
>> 
>> 
>> On Oct 19, 2012, at 1:57 PM, Veronica Galassi wrote:
>> 
>> Dear Statalisters,
>> 
>> I am writing you concerning the application of calibrated weights to
>> my dataset for the computation of descriptive statistics only.
>> 
>> The dataset I am working on collects information at household and
>> individual level and comes from a stratified, two-stage clustered
>> sample. The followings are the variables I have got:
>> - probability weights: w2_dwgt
>> - strata: w2_gc_dc
>> - cluster 1: w2_gc_prov
>> - cluster 2: w2_hhgeo
>> - post-stratified weights: w2_wgt
>> - age intervals:  w2_age_intervals
>> - gender: w2_best_gen
>> - population group: w2_best_race
>> 
>> In order to set the probability weights using the command svyset, I
>> need the psu variable. As you may have noticed, this variable is
>> missing and this makes me impossible to set pweights.
>> In addition, from a couple of previous statalist conversations ( see
>> in particular: http://www.ats.ucla.edu/stat/stata/faq/svy_stata_post.htm
>> and http://www.stata.com/statalist/archive/2012-02/msg00584.html), I
>> understood that:
>> - when using calibrated weights I still have to set pweights and
>> specify the original strata and clusters
>> - In order to apply calibrated data I need to know the characteristics
>> on the base of which the sample have been post-stratified ( in my case
>> age intervals, gender and population groups).
>> 
>> Therefore, I tried to set my post-stratified weights using the
>> following command:
>> "svyset [pw=w2_dwgt], strata (w2_gc_dc) poststrata (w2_age_intervals
>> w2_best_gen w2_best_race) postweight(w2_wgt)"
>> which did not work because in Stata the poststrata must be mutually
>> exclusive and thus only one variable can be specified.
>> 
>> In order to overcome this problem, I tried to generate a variable
>> which is a combination of the three characteristics by using the
>> command
>> "egen combination=concat( w2_age_intervals w2_best_race w2_best_gen),
>> format (float)".
>> However, this command generated a variable containing only missing
>> values and for this reason Stata gave me back the error:
>> "option postweight() requires option poststrata()".
>> The only way to make Stata set the post-calibrated weight was by using
>> the command
>> "svyset, poststrata (combination) postweight(w2_wgt)" with combination
>> being a string variable. However I am scared that this command is not
>> complete.
>> 
>> At this point, I would really appreciate any hint on what I am doing
>> wrong and how to proceed to set my post-stratified weights.
>> 
>> Many thanks for your help!
>> 
>> Kind regards,
>> 
>> Veronica Galassi
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