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Re: st: -estout- and ebsd
To estimate a SD see: http://www.stata.com/statalist/archive/2007-04/
msg00879.html
To estimate a CI for a SD see: http://www.stata.com/statalist/archive/
2007-05/msg00941.html
Steve
On Sep 25, 2007, at 8:42 AM, Carter Rees wrote:
Ben,
In terms of "correct", I was thinking of first running my
regression and
then using something along the lines of a -svy- command using the
subpop
option and e(sample) to calculate the sd of my independent
variables. One
could then compare this result with what -estadd- and -listcoef-
computes.
However, I believe there was a post long ago that asked if -svy- could
indeed calculate sd's for variables and the answer was "not
directly". I
have yet to find the actual post though.
I could use -svy- mean and e(sample) to check the means and then cross
reference this with the -estadd- summ option computes. This would
give me
some idea of how the survey design is being taken into account.
I did some quick checking last night and -estout- and -listcoef- do
indeed
compute different sd's for my variables. This is not to say they are
radically different but some are enough to make me wonder which to
use.
Carter
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Ben Jann
Sent: Tuesday, September 25, 2007 4:40 AM
To: [email protected]
Subject: Re: st: -estout- and ebsd
Carter wrote:
Your response seems to indicate that my survey
design is correctly taken into account by -estadd- ebsd option
(correct?).
Well, I'm not sure. It takes into account the weights and the
-subpop()- option, but -estadd ebsd- just uses plain -summarize- and
no adjustment is made for degrees of freedom or so, which I assume
would have to if there are strata and/or clusters. What would be the
"correct" formula for the SD in this case? Is there a Stata command
that computes it?
ben
On 9/25/07, Carter Rees <[email protected]> wrote:
Ben,
The command I am using is svy subpop(): nbreg, so yes the subpop
option is
specified for my model. Your response seems to indicate that my
survey
design is correctly taken into account by -estadd- ebsd option
(correct?).
Thus, maybe -listcoef- isn't recognizing the survey design. (I
had no
real
reason to assume that -listcoef- was correct vs. -estadd-). I am
going to
compare results between the two using your code below and will post a
brief
summary of findings.
Carter
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Ben Jann
Sent: Monday, September 24, 2007 3:30 PM
To: [email protected]
Subject: Re: st: -estout- and ebsd
I don't know about -listcoef-, but -estadd ebsd- computes the sd
using
-summarize- on the observations identified by e(sample) (and e
(subpop)
if defined), and applying the appropriate weights. Did you use the
-subpop()- option in your models? This might explain the difference.
If you want tabulate results from listcoef, then do something like
the
following:
. nbreg ...
. listcoef, matrix //-matrix- saves results in r(); type -return
list- for details
. matrix b_facts = r(b_facts)
. estadd matrix b_facts = b_facts
. estout ., cell(b b_facts) style(smcl)
ben
PS: A set of -estadd- commands to support the -spost- package is in
preparation.
On 9/24/07, Carter Rees <[email protected]> wrote:
Statalist,
Windows XP, Stata 10 SE.
I am using svy: nbreg to run a series of regressions and then using
-estout-
to format my regression tables. Instead of the raw b's my tables
display
the standardized factor change coefficients via the -estadd- ebsd
option.
All is well and good except the standardized factor change
coefficients
don't precisely match those displayed if I check them using -
listcoef-,
help. My assumption is that -listcoef- takes into account the
survey
design
when calculating the sd of the independent variables while -
estadd- ebsd
may
not. If this is the case, how can I include the standardized factor
change
coef's as computed by -listcoef- in my -estout- generated table?
Much appreciated.
Carter
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Steven Samuels
[email protected]
18 Cantine's Island
Saugerties, NY 12477
Phone: 845-246-0774
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