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Re: st: RE: get robust SE and adjust for samling design


From   "HUANG, LILING" <[email protected]>
To   "<[email protected]>" <[email protected]>
Subject   Re: st: RE: get robust SE and adjust for samling design
Date   Fri, 16 Aug 2013 03:55:30 +0000

Steve,

How do I get a robust SE with svy: poisson? The option vce(robust) is not allowed with the svy prefix.
Thanks,

Liling


On Aug 15, 2013, at 10:35 PM, "Steve Samuels" <[email protected]> wrote:

> 
> -svyset- the data to properly account for strata, PSUs, and weights.
> 
> . svyset psu1 [pwt = pwt], strata(stratid)
> 
> . svy: poisson   //_not_ . poisson
> 
> Steve
> 
> On Aug 15, 2013, at 10:37 AM, HUANG, LILING wrote:
> 
> Hi Tim,
> 
> Thank you very much for responding to my question. What I was trying to do is to obtain robust SE to control for mild violation of the assumption for the poisson model in my dataset. I cannot get robust SE when I ran svy:poisson x y z, vce(robust). I got the error message saying option vce() of poisson is not allowed with the svy prefix.
> So, I tried running a regular poisson with adjusting for sampling design to get robust SE. The syntax that I wrote is poisson x y z [pw=pwt], vce(cluster psu1). But this adjusts only for 61 clusters in psu in my dataset. I need to have it adjust for 6 strata too. Do you know how I can specify this adjustment for strata in my syntax, poisson x y z [pw=pwt], vce(cluster psu1).
> Thanks,
> 
> Lilling
> ________________________________________
> From: [email protected] [[email protected]] on behalf of Timothy Mak [[email protected]]
> Sent: Thursday, August 15, 2013 12:03 AM
> To: [email protected]
> Subject: st: RE: get robust SE and adjust for samling design
> 
> Hi Liling,
> 
> When you've -svyset- your data, you don't need to use vce(cluster) anymore. That's already done.
> 
> Tim
> 
> -----Original Message-----
> From: [email protected] [mailto:[email protected]] On Behalf Of HUANG, LILING
> Sent: 15 August 2013 03:37
> To: [email protected]
> Subject: st: get robust SE and adjust for samling design
> 
> Dear Statalist,
> 
> Since option vce() of poisson is not allowed with the svy prefix, I tried running a regular poisson regression with [pw=sampwgt], vce(cluster psu) to get robust standard errors.
> 
> I need to adjust for strata as well. Does anyone know how I can specify it in the syntax?
> . poisson x y z [pw=pwt], vce(cluster psu1)
> 
> Here are my original svy syntax.
> svyset [pweight=pwt], strata(strata) psu(psu1)
> . svy:poisson x y z
> (running poisson on estimation sample)
> Survey: Poisson regression
> Number of strata   =         6                  Number of obs      =      1986
> Number of PSUs     =        61                  Population size    = 1934.5412
>                                               Design df          =        55
>                                               F(   2,     54)    =     86.34
>                                               Prob > F           =    0.0000
> ------------------------------------------------------------------------------
>             |             Linearized
>          x |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
> -------------+----------------------------------------------------------------
>         y |   .2246702   .0172226    13.05   0.000     .1901554    .2591849
>         z |   .0017301   .0356631     0.05   0.961    -.0697404    .0732006
>      _cons |   .2436516   .0499279     4.88   0.000     .1435939    .3437094
> ------------------------------------------------------------------------------
> 
> Thanks,
> 
> Liling Huang
> 
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