Re: st: combining multiple surveys - adjustment of weights

[Steven Samuels <sjsamuels@gmail.com>]

On Jan 27, 2011, at 11:45 PM, Dana Shills wrote:


 > I am trying to combine multiple country survey datasets (10  
surveys) to
 > estimate ols regressions of firm performance across the 10  
countries. 8 of
 > the surveys are stratified random samples of firms in the 8  
countries (so
 > the strata identifier in each dataset goes from 1 to some number  
N, that
 > varies) and 2 others are simple random samples. The survey  
questionnaire
 > is the same across countries.

 > 1> Statistically are there any issues with combining multiple  
surveys when
 > the sampling methods are different?

Not if the primary sampling units were the same in all surveys.

 > 2> To declare the combined dataset in Stata as a survey, I create  
a new
 > strata variable that doesn't overlap between the surveys (as  
suggested in
 > the previous thread). But how should I deal with the probability  
weights
 > provided in each dataset?

See below.

 > Suppose I assume that the sum of the weights in each country  
(countrysum)
 > represents the population, then can I just rescale each weight by  
(sum of
 > weighs across all countries)/countrysum?

Don't assume: Check! If the weight sum in each country is  
approximately or exactly equal to the population size (number of  
firms), don't rescale.  Use the weights as given.

(Modification: if you know the population sizes exactly and had <100%  
response, you might apply non-response adjustments.  With SRS, the  
simplest  is to create a new weight=  N/n' where N is the known  
population size in the stratum and n' is the achieved sample size.   
For other methods, see section 8.5 of Sharon Lohr, Sampling: Design  
and Analysis, 1999 or 2010 editions, Brooks/Cole, Boston.)


 > 3> I am running weighted regressions using the svy: regress  
command on the
 > combined dataset. If the sample size varies greatly between the  
surveys,
 > should I rescale each firm level variable in the regression by the  
sample
 > size in that country or does svy take care of this?

Stata's survey commands will take care of it.



Steve

Steven J. Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax:    206-202-4783


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