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From |
sarah smith <[email protected]> |

To |
[email protected] |

Subject |
st: how to compare the values of a variable at different observations |

Date |
Mon, 18 Jul 2005 10:55:14 -0400 |

Dear STATA users, I wonder how I can compare the values of a variable, say var1, at different observations? (In particular I want to do regressions such as the one below) if var1(at line 2) = var1(at line 10 ) { regress y x in 2/10 } Thanks for suggestions, Sarah On 7/18/05, Jeff Pitblado, StataCorp LP <[email protected]> wrote: > 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/ > * * 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/

**Follow-Ups**:**Re: st: how to compare the values of a variable at different observations***From:*Richard Williams <[email protected]>

**st: psmatch and matching methods***From:*Manuel Ch�vez <[email protected]>

**References**:**Re: st: svy variance estimation: delete 1 jackknife & svymlogit and syvclogit?***From:*[email protected] (Jeff Pitblado, StataCorp LP)

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