Good point -- I would also point out that the example approach I gave also
works whenever you specify just one variable in svymean -- the problems only
arise with multiple variables that have differing samples due to missing
values.
Michael Blasnik
[email protected]
----- Original Message -----
From: "Nick Winter" <[email protected]>
To: <[email protected]>
Sent: Monday, July 26, 2004 9:51 AM
Subject: Re: st: Re: Confidence intervals using svymean
> Note that this solution only works when there are no missing data, or the
> "complete" option is specified with -svymean-. If the various means are
> calculated based on different samples, then the estimates are returned in
> e(est), not e(b); the variances are in e(V_db); and the degrees of freedom
> may vary from case to case. So:
>
> >svymean x1 x2
> >mat v=e(V)
> >mat b=e(est)
>
> svymean x1 x2
> mat v=e(V_db)
> mat b=e(est)
> mat dof = e(_N_psu) - e(_N_str)
>
> scalar tval1 = invttail(dof[1,1],.025)
> scalar x1ci95lo = b[1,1]-sqrt(v[1,1])*tval1
> scalar x1ci95hi = b[1,1]+sqrt(v[1,1])*tval1
>
> scalar tval2 = invttail(dof[1,2],0.025)
> scalar x2ci95lo = b[1,2]-sqrt(v[1,2])*tval2
> scalar x2ci95hi = b[1,2]+sqrt(v[1,2])*tval2
>
> Note that e(V_db) is NOT a diagonal matrix--it is a row-vector of
> variances, because with different samples, the covariances of the
estimates
> cannot be calculated.
>
> --Nick Winter
>
> At 02:14 PM 7/25/2004 -0400, you wrote:
> >You need to look at the var/covar matrix in e(V). You can get the
standard
> >errors as the square roots of the diagonal elements. You need to
calculate
> >your own confidence intervals from this using info about d.f. For
example:
> >
> >svymean x1 x2
> >mat v=e(V)
> >mat b=e(b)
> >scalar tval= invttail(`e(df_r)',.025)
> >scalar x1ci95lo=b[1,1]-sqrt(v[1,1])*tval
> >scalar x1ci95hi=b[1,1]+sqrt(v[1,1])*tval
> >scalar x2ci95hi=b[1,2]+sqrt(v[2,2])*tval
> >...
> >Michael Blasnik
> >[email protected]
> >
> >----- Original Message -----
> >From: "Joao Pedro W. de Azevedo" <[email protected]>
> >To: <[email protected]>
> >Sent: Saturday, July 24, 2004 8:03 PM
> >Subject: st: Confidence intervals using svymean
> >
> >
> > > Dear Stata users,
> > > I would like to know if anyone knows how I could save the confidence
> > > intervals after using svymean.
> > > I've tried both ereturn list and return list, and neither one of them
> > > presented me matrix that reseambled either the confidence intervals or
the
> > > std erros.
> > > Am I missing something?
> > > Many thanks in advance,
> > > JP
> > >
> >
> >
> >*
> >* For searches and help try:
> >* http://www.stata.com/support/faqs/res/findit.html
> >* http://www.stata.com/support/statalist/faq
> >* http://www.ats.ucla.edu/stat/stata/
>
> --------------------------------------------------------
> Nicholas Winter 607.255.8819 t
> Assistant Professor 607.255.4530 f
> Department of Government [email protected] e
> 308 White Hall falcon.arts.cornell.edu/nw53 w
> Cornell University
> Ithaca, NY 14853-4601
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
