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st: BRR weights in Stata vs. SAS and Fay's adjustment?


From   "Rossen, Lauren M. (CDC/OSELS/NCHS)" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: BRR weights in Stata vs. SAS and Fay's adjustment?
Date   Fri, 22 Nov 2013 18:23:17 +0000

Hi all,

I have a data set with BRR weights, which were calculated with a Fay's coefficient of 0.3.  
I have 32 replicate weights, and I am trying to replicate a simple analysis done in SAS with 
the same data looking at mean caloric intake.  In SAS, the SEs do not change much when you 
specify a different Fay coefficient (either .3 or .7) - they range from 20.37 to 20.43.  Using 
Stata, however, the SEs vary wildly, and in some cases are nearly double what I get in SAS. 

Here is the code in Stata:

survwgt cr brr, strata(stra) psu(psu) weight(wt) stem(brr_) fay(.3) hadfile("...\brr_hadamardmatrixfile.ado")

svyset newpsu [pw=wt], strata(sdmvstra) brr(brr_*) vce(brr) fay(.3)

svy: mean kcal (gives SE of 20.47, close to what is obtained in SAS)

svyset newpsu [pw=wt], strata(sdmvstra) brr(brr_*) vce(brr) fay(.7)

svy: mean kcal (gives SE of 47.77, more than double what is obtained in SAS or with a different fay(#) in Stata)


In the documentation, it seems it should be fay(1.7) [based on 2-0.3], but that produces the same as 
specifying it as fay(0.3).  I also saw on UCLA's site that fay(#)=1-1/sqrt(adjfay), 
[See http://www.ats.ucla.edu/stat/stata/faq/sample_survey_setups.htm] with adjfay set as either 0.3 or 1.7.
I'm confused.  What is the correct fay(#) to specify?  Why do the SEs differ so much in Stata, but only by a few 
decimal points in SAS?  

Thanks so much,

Lauren Rossen, PhD, MS
Senior Service Fellow
Centers for Disease Control and Prevention



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