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st: RE: get robust SE and adjust for samling design


From   "HUANG, LILING" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: RE: get robust SE and adjust for samling design
Date   Thu, 15 Aug 2013 14:37:38 +0000

Hi Tim,

Thank you very much for responding to my question. What I was trying to do is to obtain robust SE to control for mild violation of the assumption for the poisson model in my dataset. I cannot get robust SE when I ran svy:poisson x y z, vce(robust). I got the error message saying option vce() of poisson is not allowed with the svy prefix.
So, I tried running a regular poisson with adjusting for sampling design to get robust SE. The syntax that I wrote is poisson x y z [pw=pwt], vce(cluster psu1). But this adjusts only for 61 clusters in psu in my dataset. I need to have it adjust for 6 strata too. Do you know how I can specify this adjustment for strata in my syntax, poisson x y z [pw=pwt], vce(cluster psu1).
Thanks,

Lilling
________________________________________
From: [email protected] [[email protected]] on behalf of Timothy Mak [[email protected]]
Sent: Thursday, August 15, 2013 12:03 AM
To: [email protected]
Subject: st: RE: get robust SE and adjust for samling design

Hi Liling,

When you've -svyset- your data, you don't need to use vce(cluster) anymore. That's already done.

Tim

-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of HUANG, LILING
Sent: 15 August 2013 03:37
To: [email protected]
Subject: st: get robust SE and adjust for samling design

Dear Statalist,

Since option vce() of poisson is not allowed with the svy prefix, I tried running a regular poisson regression with [pw=sampwgt], vce(cluster psu) to get robust standard errors.

I need to adjust for strata as well. Does anyone know how I can specify it in the syntax?
. poisson x y z [pw=pwt], vce(cluster psu1)

Here are my original svy syntax.
svyset [pweight=pwt], strata(strata) psu(psu1)
. svy:poisson x y z
(running poisson on estimation sample)
Survey: Poisson regression
Number of strata   =         6                  Number of obs      =      1986
Number of PSUs     =        61                  Population size    = 1934.5412
                                                Design df          =        55
                                                F(   2,     54)    =     86.34
                                                Prob > F           =    0.0000
------------------------------------------------------------------------------
              |             Linearized
           x |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
          y |   .2246702   .0172226    13.05   0.000     .1901554    .2591849
          z |   .0017301   .0356631     0.05   0.961    -.0697404    .0732006
       _cons |   .2436516   .0499279     4.88   0.000     .1435939    .3437094
------------------------------------------------------------------------------

Thanks,

Liling Huang

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