st: Feature of -svymean-

[Roger Newson <roger.newson@kcl.ac.uk>]

Dear All

I have been informed (by Dan Blanchette of the University of North 
Carolina) that the -svymean- command has the feature that the estimation 
results -e(b)- and -e(V)- do not always contain the estimates and the 
covariance matrix of the estimates, respectively. This worries me, because, 
in writing my -parmest- package, I have assumed that -e(b)- always contains 
the estimates, and that -e(V)- always contains the covariance estimates. If 
this assumption is false, then -parmest- will either crash or give the 
wrong results.

An example of this feature was found by Dan Blanchette in the -auto- data, 
in which both -e(b)- and -e(V)- can be 1x1 matrices of zeros in the 
presence of user-inserted missing values in the data. I have reproduced 
this example below. As it happens, the feature can be fixed by including 
the -complete- option of -svymean-, and I have also reproduced this below. 
However, it is surprising that there are any -eclass- commands at all for 
which -e(b)- and -e(V)- are not the estimates and their covariance, 
respectively. Is this feature of -svymean- supposed to be there? And, if 
so, what is Stata's true policy on estimation results, so I can think of a 
way for -parmest- to work around it (or warn users in the .hlp file)?

Thanks in advance

Roger

. **** Without -complete- ****
. use c:\stata\auto,clear
(1978 Automobile Data)

. replace mpg=. if rep78==1
(2 real changes made, 2 to missing)

. svymean mpg weight,by(foreign)

Survey mean estimation

pweight:  <none>                                  Number of obs(*) =        74
Strata:   <one>                                   Number of strata =         1
PSU:      <observations>                          Number of PSUs   =        74
                                                  Population size  =        74

------------------------------------------------------------------------------
Mean   Subpop. |   Estimate    Std. Err.   [95% Conf. Interval]        Deff
---------------+--------------------------------------------------------------
mpg            |
      Domestic |      19.78    .6760022    18.43209    21.12791           1
       Foreign |   24.77273    1.386767    22.00759    27.53786           1
---------------+--------------------------------------------------------------
weight         |
      Domestic |   3317.115    96.14976    3125.489    3508.742           1
       Foreign |   2315.909    90.80981    2134.925    2496.893           1
------------------------------------------------------------------------------
(*) Some variables contain missing values.

. esti list

scalars:
                 e(N) =  74
          e(N_strata) =  1
             e(N_psu) =  74
             e(N_pop) =  74
              e(n_by) =  2

macros:
               e(cmd) : "svymean"
              e(list) : "mpg weight"
           e(missing) : "missing"
          e(complete) : "available"
            e(depvar) : "Mean"
             e(label) : "label"
                e(by) : "foreign"

matrices:
                 e(b) :  1 x 1
                 e(V) :  1 x 1
              e(meft) :  1 x 4
              e(deft) :  1 x 4
              e(deff) :  1 x 4
             e(V_msp) :  1 x 4
             e(error) :  1 x 4
            e(_N_psu) :  1 x 4
            e(_N_str) :  1 x 4
           e(_N_subp) :  1 x 4
                e(_N) :  1 x 4
             e(V_srs) :  1 x 4
              e(V_db) :  1 x 4
               e(est) :  1 x 4

functions:
            e(sample)

. mat list e(b)

symmetric e(b)[1,1]
    dummy
y1      0

. mat list e(V)

symmetric e(V)[1,1]
       dummy
dummy      0

. **** With -complete- ****
. use c:\stata\auto,clear
(1978 Automobile Data)

. replace mpg=. if rep78==1
(2 real changes made, 2 to missing)

. svymean mpg weight,by(foreign) complete

Survey mean estimation

pweight:  <none>                                  Number of obs    =        72
Strata:   <one>                                   Number of strata =         1
PSU:      <observations>                          Number of PSUs   =        72
                                                  Population size  =        72

------------------------------------------------------------------------------
Mean   Subpop. |   Estimate    Std. Err.   [95% Conf. Interval]        Deff
---------------+--------------------------------------------------------------
mpg            |
      Domestic |      19.78    .6760022    18.43209    21.12791           1
       Foreign |   24.77273    1.386767    22.00759    27.53786           1
---------------+--------------------------------------------------------------
weight         |
      Domestic |     3325.8    99.25786    3127.885    3523.715           1
       Foreign |   2315.909    90.82709    2134.805    2497.013           1
------------------------------------------------------------------------------

. esti list

scalars:
              e(df_r) =  71
                 e(N) =  72
          e(N_strata) =  1
             e(N_psu) =  72
             e(N_pop) =  72
              e(n_by) =  2

macros:
               e(cmd) : "svymean"
              e(list) : "mpg weight"
          e(complete) : "complete"
            e(depvar) : "Mean"
             e(label) : "label"
                e(by) : "foreign"

matrices:
                 e(b) :  1 x 4
                 e(V) :  4 x 4
              e(V_db) :  4 x 4
               e(est) :  1 x 4
              e(meft) :  1 x 4
              e(deft) :  1 x 4
              e(deff) :  1 x 4
             e(V_msp) :  4 x 4
             e(error) :  1 x 4
           e(_N_subp) :  1 x 4
                e(_N) :  1 x 4
             e(V_srs) :  4 x 4

functions:
            e(sample)

. mat list e(b)

e(b)[1,4]
          mpg:       mpg:    weight:    weight:
     Domestic    Foreign   Domestic    Foreign
y1      19.78  24.772727     3325.8  2315.9091

. mat list e(V)

symmetric e(V)[4,4]
                        mpg:        mpg:     weight:     weight:
                   Domestic     Foreign    Domestic     Foreign
   mpg:Domestic   .45697893
    mpg:Foreign           0   1.9231225
weight:Domestic  -58.653106           0   9852.1222
 weight:Foreign           0  -86.009566           0   8249.5603

.


--
Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
King's College London
5th Floor, Capital House
42 Weston Street
London SE1 3QD
United Kingdom

Tel: 020 7848 6648 International +44 20 7848 6648
Fax: 020 7848 6620 International +44 20 7848 6620
  or 020 7848 6605 International +44 20 7848 6605
Email: roger.newson@kcl.ac.uk

Opinions expressed are those of the author, not the institution.

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