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From |
[email protected] (Jeff Pitblado, StataCorp LP) |

To |
[email protected] |

Subject |
Re: st: svy variance estimation: delete 1 jackknife & svymlogit and syvclogit? |

Date |
Mon, 18 Jul 2005 09:48:08 -0500 |

Alexander Cavallo <[email protected]> asks two general questions about the survey data capabilities in Stata: 1. What happens when you use -svy jackknife- with data from a design with 2 PSUs in each stratum? 2. Why isn't there a -svyclogit- command? ***************************************************************************** Question 1: > I am using complex survey data with stratified and clustered design. I > have over 200 strata and 2 PSUs per strata (or are these clusters??). > > If I want to use the delete 1 jackknife for variance estimation, wouldn't > each replication involve a strata with a singleton PSU? Yes. However -svy jackknife- uses the "replicated" point estimates from the delete-1 fits to compute it's own variance estimator for the model parameters. These delete-1 fits do not employ the linearized variance estimator; in fact, the variance from each of these delete-1 fits are entirely discarded. > Can I do jackknife variance estimation in this case? Yes, the above procedure works. > Could I drop an entire strata and use the jackknife calculations for delete > 1 strata instead? Only if you change the way you -svyset- your data. I'm not recommending this, but you could treat your strata variable as a PSU variable in your -svyset-, then -svy jackknife- will delete your strata instead of the PSUs. ***************************************************************************** Question 2: > I am interested in estimating the CLOGIT model with complex survey data. I > am estimating a choice model with some variables that are attributes of > the choice X(j) and others that are characteristics of the individual > Z(i). > > The model is > > Pr(i choses j) = exp[beta*X(j) + gamma(j)*Z(i)] / sum k=1 to M { > exp[beta*X(k) + gamma(k)*Z(i)} > > The model can be estimated by converting the data to long format where > each observation becomes M observations with a single instance of the > indicator S=1 for the chosen category. To estimate the gamma(j) > paramaters I need to create interactions of Z(i) with with dummy variables > for the choices. > > I am planning to use jackknife deletion of one PSU to estimate the > variance of the parameter vector. > > My questions are: > > Why is there no svyclogit - is there a theoretical reason that it is not > implemented? No. Until recently there were some technical reasons why we hadn't implemented -svy: clogit-. I can make no guarantee, or even give a timeline; but we are working to get the -svy- prefix to work with other estimation commands, including -clogit-. For the time being, you can use -svy jackknife- with -clogit- in the following way: 1. Make sure to -svyset- using -iweights- instead of -pweights-, -clogit- currently will not accept -pweights-. 2. Prefix your call to -clogit- with -svy jackknife _b:-, this will bypass -svy jackknife-'s check for supported estimation commands. This allows users to experiment with -svy-'s resampling methods on commands that are not identified as supported. 3. Use -svy- to replay the estimation results, -clogit- does not recoginize survey estimation results and does not display a proper header. --Jeff [email protected] * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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