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Re: SV: SV: st: svy jackknife problems


From   Ulrich Kohler <kohler@wz-berlin.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: SV: SV: st: svy jackknife problems
Date   Wed, 15 Mar 2006 13:47:01 +0100

Richard Williams wrote:
> At 03:43 AM 3/15/2006, you wrote:
> >Thanks Nick, this was also helful. I particularly like the advice to
> >use -aweigth- to get the correct point estimates for the correlation
> >coefficient with survey data. This should be public knowledge!
> >Frankly speaking I never quite figured out why Stata needs to make
> >these distinctions between different types of weight variables. It
> >is very confusing, and I can't remember having this problem when
> >using SAS or SPSS, so is it really necessary?
>
> That is because SPSS weighting is terrible!  Basically, it is limited
> to fweights/iweights.  The SPSS documentation even says "If the
> weighted number of cases exceeds the sample size, tests of
> significance are inflated; if it is smaller, they are
> deflated."  Stata has a huge edge in this respect.  Sure, Stata is
> confusing, but it is confusing because you have to choose the correct
> option from several choices, whereas with SPSS all you have to do is
> pick the single (often incorrect) option that is offered!

I think SPSS now also offers a module for complex samples. With this module 
you can get  correct standard errors with weighted data for just some 
procedures, however also at the cost of being more complicated (and some 
dollars). 

BTW: With "normal" weights, SPSS seems to be inconsistent even for 
point-estimations. Consider the following little analysis:

. set obs 1000
. gen x = uniform()>.5
. gen y = 2 * x + invnorm(uniform())
. gen w = uniform()*100

. sum y [aw=w] if !x
. local mean0 = r(mean)
. sum y [aw=w] if x
. local mean1 = r(mean)

. di as result `mean1'-`mean0'

As it should be, the result will be equal to the coefficient 
of the equivalent regression analysis:

. reg y x [aw=w]

Now do the same in SPSS. Calculate the weighted means of two groups and 
compare their difference with the analogous regression-coefficient. I cannot 
do it, because I don't have access to SPSS. But two years ago we have found, 
that in SPSS the mean difference was not equal to the 
regression-coefficients. Only the results of the regression analysis were 
correct (i.e. equal to the Stata results). 

Uli

-- 
kohler@wz-berlin.de
+49 (030) 25491-361
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