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RE: st: svy and pweight postestimation tools


From   Carissa Moffat Miller <[email protected]>
To   <[email protected]>
Subject   RE: st: svy and pweight postestimation tools
Date   Sat, 17 Jan 2009 14:23:28 -0800

Steve,

I was able to create the ROC curves using your advice about converting the pweights to fweights. However, now a dissertation committee member has asked me to justify (provide documentation) of the legitimacy of doing such a conversion. Is the conversion just to put the pweight in a format that will be accepted by the ROC command and artificially calling it an "fweight"?

I was not able to find this specific issue addressed in the below reference and I have not been able to find another reference. Do you have any suggested citations?

Carissa

> From: [email protected]
> Subject: Re: st: svy and pweight postestimation tools
> Date: Sun, 23 Nov 2008 12:13:01 -0500
> To: [email protected]
>
> Carissa, consider ROC curves (the classification tables are not very
> useful in my experience). ROC curves show the trade-off between
> sensitivity and specificity. You would usually want population
> estimates of these probabilities, so ignoring the weights wouldn't be
> wise.
>
> My previous post describes how you can compute residuals. These are
> inherently unweighted, because observations with the same covariate
> pattern will have the same predicted value, and so have only two
> values of residuals (for events and non-events). If you are
> comparing mean residuals, you might choose to weight them. See Korn
> & Graubard, Analysis of Health Surveys, Wiley, 1999, pp 105-115.
>
> -Steve
>
> On Nov 23, 2008, at 10:40 AM, Carissa Moffat Miller wrote:
>
>>
>>
>> Steve and Joao,
>>
>>
>>
>> Thank you for your suggestions and the information. I had
>> found the goodness of fit measure do file from your discussions
>> (svylogitgof)
>> and thought there might be something similar for the estat clas or
>> residuals for svy.
>>
>>
>>
>> All I was trying to say in my note is that the strata and
>> PSUs account for so little difference in the outcome that if it
>> were possible
>> to run residuals or classification tables using just pweights, I
>> wanted to keep
>> that option open. Such as:
>>
>>
>>
>> xi: logistic aepart i.agecat i.Incomequ i.HIGHEDUC female
>> [pweight=FAWT]
>>
>>
>>
>> But it appears that I will have the same issues. Thank you
>> so much for your responses and help.
>>
>>
>>
>> Carissa
>>
>>
>>>
>>>
>>>
>>>
>>> 2008/11/22 Steven Samuels :
>>>> --
>>>>
>>>> Carissa:
>>>>
>>>> -help logistic postestimation- will show you which commands are
>>>> available
>>>> after -svy: logistic-. The -esttat clas- command is not one of
>>>> them in
>>>> Stata 9 or 10. -predict- with a -residuals- option is valid in
>>>> Stata 10.1
>>>> but not in Stata 9. You _can_ compute your own weighted survey -
>>>> linktest-
>>>> of fit.
>>>>
>>>> predict hat, xb
>>>> gen hat2 = hat*hat
>>>> svy: logistic aepart hat hat2 //link test is the significance
>>>> of phat2
>>>>
>>>> You can also construct ROC Curves. Use -logistic- with fweights,
>>>> the survey
>>>> weights rounded to the nearest integer. See the thread at:
>>>> http://www.stata.com/statalist/archive/2007-08/
>>>> msg00739.html#_jmp0_ .
>>>>
>>>> -Steve
>>>>
>>>>
>>>> On Nov 21, 2008, at 11:45 AM, Carissa Moffat Miller wrote:
>>>>
>>>>>
>>>>> StataList:
>>>>>
>>>>> I am conducting logistic regression for a complex survey design
>>>>> using
>>>>> Stata version 9. I have found in your past discussions and the
>>>>> user manuals
>>>>> that many postestimation tests are not appropriate with svy
>>>>> commands. I have
>>>>> not found discussion on classification tables and residuals and
>>>>> have been
>>>>> unable to get the following commands to work either with an svy
>>>>> command or
>>>>> by just using the pweights in Stata.
>>>>>
>>>>> I have been able to get these to work in another software
>>>>> program using
>>>>> the weights, but I'm concerned it isn't appropriately applied.
>>>>> Can someone
>>>>> tell me: 1) if these tests are appropriate with complex survey
>>>>> data or just
>>>>> pweights, and 2) if so,what are the commands or where would I
>>>>> find them? or
>>>>> 3) if not appropriate, a reference I might cite?
>>>>>
>>>>> (Note: The strata and PSUs, when analyzed separately, provide
>>>>> design
>>>>> effects almost equal to
>>>>> 1 so the effects in my model are almost entirely from the
>>>>> weighting. So, I
>>>>> could get results -except for standard errors - using just the
>>>>> weights.)
>>>>>
>>>>> Cheers, Carissa
>>>>>
>>>>>
>>>>> Syntax and error messages:
>>>>>
>>>>> svyset APSU [pweight=FAWT], strata (ASTRATUM)
>>>>> xi: svy: logistic aepart i.agecat i.Incomequ i.HIGHEDUC employed
>>>>> female
>>>>> urban
>>>>>
>>>>> estat clas
>>>>>
>>>>> {ERROR}: invalid subcommand clas
>>>>>
>>>>> predict r, residuals
>>>>> summarize r, detail
>>>>>
>>>>> {ERROR}: option residuals not allowed
>>>>>
>>>>>
>>>>>
>>>>> *
>>>>> * For searches and help try:
>>>>> * http://www.stata.com/help.cgi?search
>>>>> * http://www.stata.com/support/statalist/faq
>>>>> * http://www.ats.ucla.edu/stat/stata/
>>>>
>>>> *
>>>> * For searches and help try:
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>>>> * http://www.stata.com/support/statalist/faq
>>>> * http://www.ats.ucla.edu/stat/stata/
>>>>
>>>
>>>
>>>
>>> --
>>> ----------------------------------------
>>> Joao Ricardo Lima, D.Sc.
>>> Professor
>>> UFPB-CCA-DCFS
>>> Fone: +553138923914
>>> Skype: joao_ricardo_lima
>>> ----------------------------------------
>>> *
>>> * For searches and help try:
>>> * http://www.stata.com/help.cgi?search
>>> * http://www.stata.com/support/statalist/faq
>>> * http://www.ats.ucla.edu/stat/stata/
>>
>> *
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>
> *
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