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Re: st: Degrees of freedom formula for -svytab-

From   Roger Newson <[email protected]>
To   [email protected]
Subject   Re: st: Degrees of freedom formula for -svytab-
Date   Mon, 25 Oct 2004 17:23:25 +0100

At 16:54 25/10/2004, Nick Winter wrote:
It looks to me like the -svy- commands do, in fact, return the df in e(df_r).

This df is, in fact, e(N_psu) - e(N_strata). But you can just grab e(df_r).
This is the case for -svymean-, -svyratio- and -svytotal- if the user specifies the -complete- option. However, if the user specifies the -available- option, then the number of PSUs can be different for different parameters, and therefore the degrees of freedom is a vector (with the same dimensions as the estimated parameter), and its value can be calculated from the estimation results by the command

matrix define dof = (e(_N_psu)-e(_N_str))'

I have just referred back to the -parmest- update in which I introduced the ability to handle vector degrees of freedom (dated 11 November 2002), and, according to my records, it was Nick Winter who told me this (in his email dated 6 November 2002). Thanks again to Nick for that.

Best wishes


Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
King's College London
5th Floor, Capital House
42 Weston Street
London SE1 3QD
United Kingdom

Tel: 020 7848 6648 International +44 20 7848 6648
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or 020 7848 6605 International +44 20 7848 6605
Email: [email protected]

Opinions expressed are those of the author, not the institution.

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