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st: Sandwich estimator, Huber-White


From   "Safir, Adam" <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: Sandwich estimator, Huber-White
Date   Tue, 10 Sep 2002 08:39:44 -0400

I have a question about using svymeans and pweight in stata for complex
survey data.  The corrected standard error reported comes close to the
standard error reported when using replicate weights, and is usually
somewhat smaller, although in some cases it is larger.

I understand that using the Taylor Series will sometimes generate a
corrected standard error somewhat larger than that estimated using replicate
weights, and that this is because the Taylor Series cannot account for the
raking, which can increase the precision of the estimate.

Is there something similar happening for the corrected standard error when
the Huber-White adjustment is used in the svymeans pweight procedure?  Or
can anyone suggest a good text or article on this issue?

thanks in advance.

Adam


Adam Safir                     
The Urban Institute
[email protected]
202-261-5247 (voice)
202-293-1918 (fax)


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