Stata 15 help for svy_brr

[SVY] svy brr -- Balanced repeated replication for survey data


[svy] brr exp_list [, svy_options brr_options eform_option] : command

exp_list specifies the statistics to be collected from the execution of command. exp_list is required unless command has the svyb program property, in which case exp_list defaults to _b; see [P] program properties.

svy_options Description ------------------------------------------------------------------------- if/in subpop([varname] [if]) identify a subpopulation

Reporting level(#) set confidence level; default is level(95) noheader suppress table header nolegend suppress table legend noadjust do not adjust model Wald statistic nocnsreport do not display constraints display_options control columns and column formats, row spacing, line width, display of omitted variables and base and empty cells, and factor-variable labeling

coeflegend display legend instead of statistics ------------------------------------------------------------------------- coeflegend is not shown in the dialog boxes for estimation commands.

brr_options Description ------------------------------------------------------------------------- Main hadamard(matrix) Hadamard matrix fay(#) Fay's adjustment

Options saving(filename[, ...]) save results to filename; save statistics in double precision; save results to filename every # replications mse use MSE formula for variance

Reporting verbose display the full table legend nodots suppress replication dots dots(#) display dots every # replications noisily display any output from command trace trace command title(text) use text as title for BRR results

Advanced nodrop do not drop observations reject(exp) identify invalid results dof(#) design degrees of freedom ------------------------------------------------------------------------- svy requires that the survey design variables be identified using svyset. command defines the estimation command to be executed. The by prefix cannot be part of command. See [SVY] svy postestimation for features available after estimation. Warning: Using if or in restrictions will often not produce correct variance estimates for subpopulations. To compute estimates for subpopulations, use the subpop() option.


Statistics > Survey data analysis > Resampling > Balanced repeated replications estimation


svy brr performs balanced repeated replication (BRR) estimation of specified statistics (or expressions) for a Stata command or a user-written program. The command is executed once for each replicate using sampling weights that are adjusted according to the BRR methodology. Any Stata estimation command listed in [SVY] svy estimation may be used with svy brr. User-written programs that meet the requirements in [P] program properties may also be used.


svy_options; see [SVY] svy.

+------+ ----+ Main +-------------------------------------------------------------

hadamard(matrix) specifies the Hadamard matrix to be used to determine which PSUs are chosen for each replicate.

fay(#) specifies Fay's adjustment, where 0 < # < 2, but excluding 1. This option overrides the fay(#) option of svyset.

+---------+ ----+ Options +----------------------------------------------------------

saving(filename [, suboptions]) creates a Stata data file (.dta file) consisting of (for each statistic in exp_list) a variable containing the replicates.

See prefix_saving_option for details about suboptions.

mse specifies that svy brr compute the variance by using deviations of the replicates from the observed value of the statistics based on the entire dataset. By default, svy brr computes the variance by using deviations of the replicates from their mean.

+-----------+ ----+ Reporting +--------------------------------------------------------

verbose requests that the full table legend be displayed.

nodots suppresses display of the replication dots. By default, one dot character is printed for each successful replication. A red `x' is printed if command returns with an error, and `e' is printed if one of the values in exp_list is missing.

dots(#) displays dots every # replications. dots(0) is a synonym for nodots.

noisily requests that any output from command be displayed. This option implies the nodots option.

trace causes a trace of the execution of command to be displayed. This option implies the noisily option.

title(text) specifies a title to be displayed above the table of BRR results; the default title is "BRR results".

eform_option; see [R] eform_option. This option is ignored if exp_list is not _b.

+----------+ ----+ Advanced +---------------------------------------------------------

nodrop prevents observations outside e(sample) and the if and in qualifiers from being dropped before the data are resampled.

reject(exp) identifies an expression that indicates when results should be rejected. When exp is true, the resulting values are reset to missing values.

dof(#) specifies the design degrees of freedom, overriding the default calculation, df = N_psu - N_strata.


. webuse nhanes2brr . svyset . svy brr WtoH = (_b[weight]/_b[height]) : total weight height . svy brr WtoH = (_b[weight]/_b[height]), mse : total weight height

Hadamard matrices

. matrix h2 = (-1, 1 \ 1, 1) . matrix h4 = h2 # h2 . matrix h8 = h2 # h4 . matrix h16 = h2 # h8 . matrix h32 = h2 # h16 . webuse nhanes2 . svy brr, hadamard(h32) : ratio (WtoH: weight/height)

Stored results

In addition to the results documented in [SVY] svy, svy brr stores the following in e():

Scalars e(N_reps) number of replications e(N_misreps) number of replications with missing values e(k_exp) number of standard expressions e(k_eexp) number of _b/_se expressions e(k_extra) number of extra estimates added to _b e(fay) Fay's adjustment

Macros e(cmdname) command name from command e(cmd) same as e(cmdname) or brr e(vce) brr e(brrweight) brrweight() variable list

Matrices e(b_brr) BRR means e(V) BRR variance estimates

When exp_list is _b, svy brr will also carry forward most of the results already in e() from command.

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