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Re: st: svyologit and robust standard errors
At 10:54 AM 2/7/2008, sarah and tony faranatar wrote:
i am using svyologit to analyze survey data and want to find robust
standard errors for my model which includes individual level and
contextual vars,
but i am having difficulty figuring out how to do this.
i use STATA 8/SE, but i do have access to STATA 10, if that is preferable.
thanks!
sarah
I believe you are getting robust standard errors, even if they aren't
labeled as such. Compare these results from svyologit and svy: ologit -
. webuse nhanes2f
. svyologit health female
Survey ordered logistic regression
pweight: finalwgt Number of obs = 10335
Strata: stratid Number of strata = 31
PSU: psuid Number of PSUs = 62
Population size = 1.170e+08
F( 1, 31) = 15.26
Prob > F = 0.0005
------------------------------------------------------------------------------
health | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
female | -.1917675 .0490878 -3.91 0.000 -.2918826 -.0916523
-------------+----------------------------------------------------------------
/cut1 | -3.106657 .0873699 -35.56 0.000 -3.284849 -2.928465
/cut2 | -1.68755 .0570402 -29.59 0.000 -1.803884 -1.571215
/cut3 | -.3021831 .0369428 -8.18 0.000 -.3775284 -.2268378
/cut4 | .8705437 .03337 26.09 0.000 .8024852 .9386022
------------------------------------------------------------------------------
. svy: ologit health female
(running ologit on estimation sample)
Survey: Ordered logistic regression
Number of strata = 31 Number of obs = 10335
Number of PSUs = 62 Population size = 1.170e+08
Design df = 31
F( 1, 31) = 15.26
Prob > F = 0.0005
------------------------------------------------------------------------------
| Linearized
health | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
female | -.1917675 .0490878 -3.91 0.000 -.2918826 -.0916523
-------------+----------------------------------------------------------------
/cut1 | -3.106657 .0873699 -35.56 0.000 -3.284849 -2.928465
/cut2 | -1.68755 .0570402 -29.59 0.000 -1.803884 -1.571215
/cut3 | -.3021831 .0369428 -8.18 0.000 -.3775284 -.2268378
/cut4 | .8705437 .03337 26.09 0.000 .8024852 .9386022
------------------------------------------------------------------------------
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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