Re: st: Creating post-stratification weights for use in Stata & other software

["Michael I. Lichter" <mlichter@buffalo.edu>]

Steven,

Do you know of a text or article that has a good, practical discussion 
of poststratification beyond the 2-3 pages it gets (at best) in many 
texts? This would include not only the calculation of weights and 
variances, but also detecting and dealing with problems (cells too 
small, too much variance inflation, etc.). Thanks.

Michael

sjsamuels@gmail.com wrote:
> The formula in the archive is not OK for all purposes. The weights
> computed by it  will not sum to population totals and will not equal
> the weights produced by Stata.
>
> For a simple random sample, the post-stratified weight  for an
> observation in post-straum h  is : N_h divided by n_h  where N_h is
> the population total in the stratum and n_h is the sample number in
> the post-stratum. You should prove the formula from the section on
> post-stratification in one of your sampling books or  in the Stata
> manual.  I would certainly not regard my post here as authoritative
> enough to serve as a publication reference.
>
> Note that if  your colleagues treat the post-stratification weights as
> ordinary pweights, they might not get the same standard errors as
> Stata does.
>
> I'm going to quote Mike Hanson's instructions to his advanced
> econometrics class again:
> "Never push a button or type a command you do not fully understand.“
> (Statalist May 8, 2009)
>
>  -Steve
>
> On Mon, Sep 21, 2009 at 2:45 PM, Michael I. Lichter
> <mlichter@buffalo.edu> wrote:
>   
> > Carolina,
> >
> > I didn't look very closely at the e-mail in the archive, but it seems OK. It
> > would be easier, however, to use the undocumented -svygen poststratify-
> > command in Stata 10 and 11 or the user-written -survwgt- package ("findit
> > survwgt") (which also does raking and is a bit more flexible if also more
> > complex).
> >
> > Note that if you use a sub-package that supports pweights, like the SPSS
> > complex samples (CS*) routines, you should get the same results as in Stata
> > if your tabulations are for the whole sample. For subsamples, results may
> > differ because Stata svy poststratification will adjust the weights for the
> > subsetting in a way that the other package will not.
> >
> > -----
> > sysuse auto
> > gen count = 100 if foreign ==0
> > replace count = 120 if foreign == 1
> > svyset, poststrata(foreign) postweight(count)
> > svy: tab foreign, count
> > svygen poststratify pswt, poststrata(foreign) postweight(count)
> > svyset [pw=pswt]
> > svy: tab foreign, count
> > -----
> >
> > Michael
> >
> > Carolina Herrera wrote:
> >     
> > > Hello everyone,
> > > I am working with a very simple random sample that we've post-stratified
> > > using the standard commands in Stata (poststrata postweight fpc). A
> > > colleague would also like to use the dataset, but he doesn't work in Stata
> > > and wanted a version that could be used in any other statistical package
> > > (SPSS, SAS, R, etc.).
> > >
> > > After hunting around on the statalist archives I found a post explaining
> > > how to manually calculate post-stratification weights:
> > > (http://www.stata.com/statalist/archive/2008-11/msg00152.html) which, I
> > > think suggested I treat these post-stratification weights like pweights and
> > > that these pweights could then be implemented in Stata (or elsewhere) to get
> > > the same point-estimators and standard errors.
> > > Is that the correct way to implement simple post-stratification without
> > > using Stata's post-stratification commands?
> > >
> > > many thanks, Carolina
> > >
> > >
> > > Carolina Herrera
> > > Statistician
> > > Center for the Health Professions
> > > UCSF
> > >
> > >       
> > --
> > Michael I. Lichter, Ph.D. <mlichter@buffalo.edu>
> > Research Assistant Professor & NRSA Fellow
> > UB Department of Family Medicine / Primary Care Research Institute
> > UB Clinical Center, 462 Grider Street, Buffalo, NY 14215
> > Office: CC 126 / Phone: 716-898-4751 / FAX: 716-898-3536
> >
> > *
> > *   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/
> >
> >     
>
>
>
>   

--
Michael I. Lichter, Ph.D. <mlichter@buffalo.edu>
Research Assistant Professor & NRSA Fellow
UB Department of Family Medicine / Primary Care Research Institute
UB Clinical Center, 462 Grider Street, Buffalo, NY 14215
Office: CC 126 / Phone: 716-898-4751 / FAX: 716-898-3536

*
*   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/