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Re: st: implementation of variance formula
Dear Robert, thank you for your answer. I'll take a look at the Efron's
book.
Best regards,
Inna
Robert A Yaffee schrieb:
Inna,
You should do about 10000 replications. If I remember correctly,
that is what Efron suggested. You could estimate the mean of the variance
or the variance itself, each time you resample. I like the percentile method,
myself. It assumes an unbiased sample, but it will not work with small
samples. If you know the distribution, you can do a bias correction.
- 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 10:27 am
Subject: Re: st: implementation of variance formula
To: [email protected]
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?
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