Re: st: covariance matrix for survey data

[Ishtar Govia <ishtargovia@gmail.com>]

Many thanks for sending along the code, Steve. Can you provide some  
explanation for some lines of the code so that I can understand better  
what exactly I would be doing to get the matrix?

Specifically, why am I only standardizing the weight variable? Should  
I also be standardizing the cluster and stratum variable? What exactly  
do the "w" and the "v" in the code to generate the n^2 covariance  
terms mean/represent? What would I be doing exactly in the format c_*  
%20.5fc line of the code and why does that number change in the code  
to get the covariance? (i.e. format c_* %15.5fc)


Ishtar Govia
ishtargovia@gmail.com



On Oct 2, 2008, at 1:50 PM, Steven Samuels wrote:


> > 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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