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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 17:52:04 -0400

I looked at the documentation some more; the corresponding variable in
Wave 2 is "cluster". You could have discovered this for yourself by
typing "lookfor cluster", which would identify any variable whose name
or label contained "cluster".

But I am not sure that this _is_ the PSU, though used in the (incorrect)
published Stata example. According to: Methodology: Report on NIDS Wave
1 Technical Paper no. 1, page 9, quoted below, "cluster" is the name of
the *second* stage sampling unit, not the *primary* sampling unit. Double
check with your contact.


Quote from Methodology Report, page 8

3.2 Sample of dwelling units At the time that the Master Sample was
compiled, 8 non-overlapping samples of dwelling units were
systematically drawn within each PSU. Each of these samples is called a
 “cluster” by Stats SA. These clusters were then allocated to the various
 household surveys that were conducted by Stats SA between 2004 and 2007.
However, two clusters in each PSU were never used by Stats SA and these were
 allocated to NIDS.

Steve

> 
> 
> 
> On October 23, Veronica Galassi wrote:
> 
> 
> As you correctly said, looking at the wave 1 it is possible to
> understand that the PSU variable is "w1_hhcluster".
> However, this variable is missing in wave 2 so I contacted the person
> responsible for the data management of the survey and they should
> provide me with this variable soon!
> 
> Many thanks again for your support, dear Steve, and for the passion
> you put on helping people in trouble with Stata!
> 
> All the best,
> 
> Veronica
> 
> 
> 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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