Re: st: corr_svy & covariance matrix for survey data

[Steven Samuels <sjhsamuels@earthlink.net>]

> In addition, does anyone know how to use the matrix I am trying to  
> obtain above to obtain a covariance matrix that can be easily  
> transferred to Mplus or LISREL for CFA and SEM analyses?
In Stata V 10 Version 10.1 corr_svy does not return the proper  
correlation matrix, at least for p>2 dimensions.

The following code should get you the covariance matrix in a list.  I  
don't know anything about the programs you want to feed into, so you  
will have to manipulate the list yourself to suit their requirements.

********************* CODE BEGINS**********************
* Create covariance matrix for survey data
*******************************************************
sysuse auto,clear
svyset _n [pweight=rep78]
gen wt000=weight/1000   //standardize to avoid large values

********************************************************
* put variables into a macro
*******************************************************
local cvars mpg wt000 trunk

*******************************************************
* Get means
*******************************************************
svy: mean `cvars'  //outputs weighted means in _b[varname]


*******************************************************
* Get n^2 covariance terms
*******************************************************
foreach w of varlist `cvars' {
foreach v of varlist `cvars' {
gen c_`w'_`v' = ((`w' - _b[`w'])^2)*((`v' - _b[`v'])^2)
}
}

format c_* %20.5fc

*******************************************************
* Get Covariances
*******************************************************
svy: mean c_*
format c_* %15.5fc

matrix clist = vec(e(b))
matrix list clist
*****************CODE ENDS*************************







On Oct 1, 2008, at 9:57 PM, Ishtar Govia wrote:


> Dear List,
>
> I am using Stata 10/SE 10.1 for Macs. I have two questions. One  
> concerning the --corr_svy-- module and error messages I have been  
> getting, the second concerning how to obtain a covariance matrix  
> for complex survey sample data, within Stata.
>
> I am working with a complex survey sample dataset and am using  
> Stata for some preliminary data analyses (univariate and  
> multivariate checks for normality, efas) before moving to Mplus for  
> SEM modeling. I installed the --corr_svy-- module from within Stata  
> by typing "ssc install corr_svy"
>
> However, in my first attempt below, I got the following error message:
>
> svy, subpop (if race3cat==2 & sex==1 & (riwyes==1 & riwyes <.)):  
> corr_svy lesscurt lessresp poorserv notsmart actfraid thkdisho  
> actbettr callnmes trethara follstor, pw obs sig
>
> corr_svy is not supported by svy with vce(linearized); see help svy  
> estimation for a list of Stata estimation commands that are  
> supported by svy
> r(322);
>
> I then attempted to reset the weight and design variables, and run  
> the --corr_svy--, following the example in the "help" for the -- 
> corr_svy--, excluding my subpop specification.
>
> . svyset clust [pweight=wgtcentriw], strata (stratum) ||_n
> Note: stage 1 is sampled with replacement; all further stages will  
> be ignored
>
>       pweight: wgtcentriw
>           VCE: linearized
>   Single unit: missing
>      Strata 1: stratum
>          SU 1: clust
>         FPC 1: <zero>
>
> . corr_svy lesscurt lessresp poorserv notsmart actfraid thkdisho  
> actbettr callnmes trethara follstor, pw obs sig
>
> This worked--but it didn't include my subpop specification. I then  
> tried the same thing with my subpop specifcation and it DIDN'T  
> work. Any ideas on how to use the corr_svy module to obtain the  
> correlation matrix, accounting for the weight and design variables  
> and allowing me to restrict my analyses to my subpop of interest?
>
>  corr_svy lesscurt lessresp poorserv notsmart actfraid thkdisho  
> actbettr callnmes trethara follstor [pweight=wgtcent], strata 
> (stratum) psu(clust) subpop(if race3cat==2 & sex==1 & (riwyes==1 &  
> riwyes <.)) pw obs sig print(10) star(5)
>
> subpop() does not contain a valid varname
> r(198);
>
> . svyset clust [pweight=wgtcentriw], strata (stratum) ||_n
> Note: stage 1 is sampled with replacement; all further stages will  
> be ignored
>
>       pweight: wgtcentriw
>           VCE: linearized
>   Single unit: missing
>      Strata 1: stratum
>          SU 1: clust
>         FPC 1: <zero>
>
> . corr_svy lesscurt lessresp poorserv notsmart actfraid thkdisho  
> actbettr callnmes trethara follstor, pw obs sig
>
>
> In addition, does anyone know how to use the matrix I am trying to  
> obtain above to obtain a covariance matrix that can be easily  
> transferred to Mplus or LISREL for CFA and SEM analyses?
>
> Thanks for your consideration,
>
> Ishtar Govia
> ishtargovia@gmail.com
>
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