Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: implementation of variance formula


From   Inna Becher <[email protected]>
To   [email protected]
Subject   Re: st: implementation of variance formula
Date   Thu, 12 Mar 2009 15:24:42 +0100

Thank you, Robert. Are there two way of variance estimation: 1) H-T-variance-estimation for each of 1000 replications and then mean of this variances as estimation of population variance and 2) H-T-mean for each replication and a bootstrap-estimation of variance? Is there a theoretical difference between these two ways?

Robert A Yaffee schrieb:
Inna,
  That could be an alternative to the H-T variance estimator.
         - Bob

Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University


Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2008.pdf

CV:  http://homepages.nyu.edu/~ray1/vita.pdf

----- Original Message -----
From: Inna Becher <[email protected]>
Date: Thursday, March 12, 2009 4:38 am
Subject: Re: st: implementation of variance formula
To: [email protected]


Robert,

I simulate 1000 samples from a population and for each sample I calculate the H-T-estimator for the mean and I have to calculate the variance for the H-T-mean. Afterwards I'll investigate their distribution over 1000 samples.

Robert A Yaffee schrieb:
Inna,
   Can you jacknife or bootstrap to obtain your variances?
         -   Bob


Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University


Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2008.pdf

CV:  http://homepages.nyu.edu/~ray1/vita.pdf

----- Original Message -----
From: Inna Becher <[email protected]>
Date: Wednesday, March 11, 2009 4:50 am
Subject: Re: st: implementation of variance formula
To: [email protected]


I can calculate the probability for each network (=cluster) to be included in the sample. I also can calculate for each pair of selected clusters to be included in the sample. My problem is: this probabilities are to be saved
somewhere.
Should it be a matrix? I have not yet worked with matrices to calculate variances. The version of H-T-estimator I need is not implemented
in svy-.
I wrote an ado for sampling design that I need and implemented H-T-estimator for the mean, but not for the variance.

Steven Samuels schrieb:
Inna:

You don't say which version of the H-T estimator you want; there
are
many versions. The estimates themselves depend on knowing for each cluster the probability that would be included in the sample. This quantity must be supplied with the data set. It might or might
not
be
a simple function of the cluster "size" measure.

Thel formulas for the variance of the classical H-T estimators are
also functions of the probability that each pair of selected
clusters
would be included in the sample; if there are m clusters in a
stratum,
there are m(m-1)/2 of these probabilities. Were they supplied with the data set? Even if you have them, you would still have
to
write your own (probably MATA) code to utilize them.

There is an alternative. Stata's survey commands produce modified
H-T estimates . You can obtain appropriate standard errors if
you
-syset- your data according to the design.

On Mar 10, 2009, at 7:07 AM, Inna Becher wrote:

Dear statalisters,

I have to implement a formula of the variance of modified horvitz-thompson-estimator. My dataset is very large, so I cannot produce a lot of new variables in order to do that. Should I use mata? Are there any examples of implementing variance formulas in
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/
*
*   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/
*
*   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/
*
*   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/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index