Hi,
lw is not an option because listwise is the default. So simply do
not specify pw, and you will get listwise deletion.
NW
Ishtar Govia wrote:
Thanks, Nick. The background information on the command and the Stata
versions was insightful. The recommendations re: getting around the
limitations of the syntax for the subpop were very helpful. I created
the single variable (cases either in or out of the subpop) and the
following code ran successfully.
corr_svy lesscurt lessresp poorserv notsmart actfraid thkdisho
actbettr callnmes trethara follstor [pweight=wgtcent],
strata(stratum) psu(clust) subpop(dgs1sp) pw obs sig print(10)
I tried to rerun it specifying a listwise correlation but received
the following error message:
corr_svy lesscurt lessresp poorserv notsmart actfraid thkdisho
actbettr callnmes trethara follstor [pweight =wgtcent],
strata(stratum) psu(clust) subpop(dgs1sp) lw obs sig print(10)
option lw not allowed
r(198);
Is there a reason that lw option for corr_svy is not allowed? Or is
this again something that is specific to the command being a version
7 command? Or is there some other command that is used to generate
the listwise correlation using the corr_svy?
On Oct 2, 2008, at 1:02 PM, Nick Winter wrote:
Hi,
I wrote corr_svy, so here goes.
There are a couple of things going on here: (1) corr_svy is a
version 7 command, and seems to be having some trouble interacting
with the way that Stata 10 stores the survey characteristics as set
by svyset. (2) corr_svy uses the older, more limited syntax for
the subpop() option.
Issue (2) means that your subpop option must be specified as a
single variable name that takes on values 1 or 0 for cases that are
in or out of your subpopulation, respectively. If you have a
complex condition, you must first generate such a variable.
So, the following *should* work, but does not:
. sysuse auto
. svyset rep78 [pw=weight]
. corr_svy mpg price , subpop(foreign) sig
Survey Correlation
pweight: <none>
Strata: <one>
PSU: <observations>
Number of observations: 22
 mpg price
+
mpg  1.0000


price  0.6313 1.0000
 0.0042

Key: Estimated Correlation
Significance Level
As indicated in the output, corr_svy has ignored the survey
characteristics.
However, you can specify the survey characteristics in the
corr_svy command itself:
. corr_svy mpg price [pw=weight], psu(rep78) subpop(foreign) sig
Survey Correlation
pweight: weight
Strata: <one>
PSU: rep78
Number of observations: 21
 mpg price
+
mpg  1.0000


price  0.5735 1.0000
 0.0344

Key: Estimated Correlation
Significance Level
This gives you what you wanted.
(corr_svy will also set the survey characteristics you specify in
a way that subsequent calls to corr_svy can see, so you really
only need to specify them in the first run.)
What's going on? With version 9 Stata reworked completely the way
that survey characteristics are stored, presumably to support the
enhancements to the survey capabilities (such as supporting multiple
rounds of sampling). corr_svy uses the un/nondocumented Stata
program svy_get to retrieve survey characteristics if they are not
specified in the command line. Unfortunately this is a Stata 8
command, and cannot "see" the version 9+ survey characteristics.
In the long run I will fix corr_svy to deal with the new survey
characteristics. In the short run you can simply specify them when
you run corr_svy_, or with a call to the version 8 svyset, like
this:
. version 8: svyset ....
As a side effect, this means that corr_svy cannot deal with the
more complex sample specifications allowed with version 9+.
 Nick Winter
Ishtar Govia wrote:
Dear List,
I am using Stata 10/SE 10.1 for Macs. I have two questions. One
concerning the corr_svy module and error messages I have been
getting, the second concerning how to obtain a covariance matrix
for complex survey sample data, within Stata.
I am working with a complex survey sample dataset and am using
Stata for some preliminary data analyses (univariate and
multivariate checks for normality, efas) before moving to Mplus for
SEM modeling. I installed the corr_svy module from within Stata
by typing "ssc install corr_svy"
However, in my first attempt below, I got the following error message:
svy, subpop (if race3cat==2 & sex==1 & (riwyes==1 & riwyes <.)):
corr_svy lesscurt lessresp poorserv notsmart actfraid thkdisho
actbettr callnmes trethara follstor, pw obs sig
corr_svy is not supported by svy with vce(linearized); see help svy
estimation for a list of Stata estimation commands that are
supported by svy
r(322);
I then attempted to reset the weight and design variables, and run
the corr_svy, following the example in the "help" for the
corr_svy, excluding my subpop specification.
. svyset clust [pweight=wgtcentriw], strata (stratum) _n
Note: stage 1 is sampled with replacement; all further stages will
be ignored
pweight: wgtcentriw
VCE: linearized
Single unit: missing
Strata 1: stratum
SU 1: clust
FPC 1: <zero>
. corr_svy lesscurt lessresp poorserv notsmart actfraid thkdisho
actbettr callnmes trethara follstor, pw obs sig
This workedbut it didn't include my subpop specification. I then
tried the same thing with my subpop specifcation and it DIDN'T
work. Any ideas on how to use the corr_svy module to obtain the
correlation matrix, accounting for the weight and design variables
and allowing me to restrict my analyses to my subpop of interest?
corr_svy lesscurt lessresp poorserv notsmart actfraid thkdisho
actbettr callnmes trethara follstor [pweight=wgtcent],
strata(stratum) psu(clust) subpop(if race3cat==2 & sex==1 &
(riwyes==1 & riwyes <.)) pw obs sig print(10) star(5)
subpop() does not contain a valid varname
r(198);
. svyset clust [pweight=wgtcentriw], strata (stratum) _n
Note: stage 1 is sampled with replacement; all further stages will
be ignored
pweight: wgtcentriw
VCE: linearized
Single unit: missing
Strata 1: stratum
SU 1: clust
FPC 1: <zero>
. corr_svy lesscurt lessresp poorserv notsmart actfraid thkdisho
actbettr callnmes trethara follstor, pw obs sig
In addition, does anyone know how to use the matrix I am trying to
obtain above to obtain a covariance matrix that can be easily
transferred to Mplus or LISREL for CFA and SEM analyses?
Thanks for your consideration,
Ishtar Govia
[email protected]
*
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* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/


Nicholas Winter 434.924.6994 t
Assistant Professor 434.924.3359 f
Department of Politics [email protected] e
University of Virginia faculty.virginia.edu/nwinter w
PO Box 400787, 100 Cabell Hall
Charlottesville, VA 22904
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/


Nicholas Winter 434.924.6994 t
Assistant Professor 434.924.3359 f
Department of Politics [email protected] e
University of Virginia faculty.virginia.edu/nwinter w
PO Box 400787, 100 Cabell Hall
Charlottesville, VA 22904
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/