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RE: st: -estout- and ebsd


From   "Carter Rees" <[email protected]>
To   <[email protected]>
Subject   RE: st: -estout- and ebsd
Date   Tue, 25 Sep 2007 08:42:40 -0400

Ben,

In terms of "correct", I was thinking of first running my regression and
then using something along the lines of a -svy- command using the subpop
option and e(sample) to calculate the sd of my independent variables.  One
could then compare this result with what -estadd- and -listcoef- computes.
However, I believe there was a post long ago that asked if -svy- could
indeed calculate sd's for variables and the answer was "not directly".  I
have yet to find the actual post though.

I could use -svy- mean and e(sample) to check the means and then cross
reference this with the -estadd- summ option computes.  This would give me
some idea of how the survey design is being taken into account.

I did some quick checking last night and -estout- and -listcoef- do indeed
compute different sd's for my variables.  This is not to say they are
radically different but some are enough to make me wonder which to use.

Carter



-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Ben Jann
Sent: Tuesday, September 25, 2007 4:40 AM
To: [email protected]
Subject: Re: st: -estout- and ebsd

Carter wrote:
> Your response seems to indicate that my survey
> design is correctly taken into account by -estadd- ebsd option (correct?).

Well, I'm not sure. It takes into account the weights and the
-subpop()- option, but -estadd ebsd- just uses plain -summarize- and
no adjustment is made for degrees of freedom or so, which I assume
would have to if there are strata and/or clusters. What would be the
"correct" formula for the SD in this case? Is there a Stata command
that computes it?
ben

On 9/25/07, Carter Rees <[email protected]> wrote:
> Ben,
>
> The command I am using is svy subpop(): nbreg, so yes the subpop option is
> specified for my model.  Your response seems to indicate that my survey
> design is correctly taken into account by -estadd- ebsd option (correct?).
> Thus, maybe -listcoef- isn't recognizing the survey design.  (I had no
real
> reason to assume that -listcoef- was correct vs. -estadd-).  I am going to
> compare results between the two using your code below and will post a
brief
> summary of findings.
>
> Carter
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Ben Jann
> Sent: Monday, September 24, 2007 3:30 PM
> To: [email protected]
> Subject: Re: st: -estout- and ebsd
>
> I don't know about -listcoef-, but -estadd ebsd- computes the sd using
> -summarize- on the observations identified by e(sample) (and e(subpop)
> if defined), and applying the appropriate weights. Did you use the
> -subpop()- option in your models? This might explain the difference.
>
> If you want tabulate results from listcoef, then do something like the
> following:
>
> . nbreg ...
> . listcoef, matrix  //-matrix- saves results in r(); type -return
> list- for details
> . matrix b_facts = r(b_facts)
> . estadd matrix b_facts = b_facts
> . estout ., cell(b b_facts) style(smcl)
>
> ben
>
> PS: A set of -estadd- commands to support the -spost- package is in
> preparation.
>
> On 9/24/07, Carter Rees <[email protected]> wrote:
> > Statalist,
> >
> > Windows XP, Stata 10 SE.
> >
> > I am using svy: nbreg to run a series of regressions and then using
> -estout-
> > to format my regression tables.  Instead of the raw b's my tables
display
> > the standardized factor change coefficients via the -estadd- ebsd
option.
> >
> > All is well and good except the standardized factor change coefficients
> > don't precisely match those displayed if I check them using -listcoef-,
> > help.  My assumption is that -listcoef- takes into account the survey
> design
> > when calculating the sd of the independent variables while -estadd- ebsd
> may
> > not.  If this is the case, how can I include the standardized factor
> change
> > coef's as computed by -listcoef- in my -estout- generated table?
> >
> > Much appreciated.
> >
> > Carter
> >
> >
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