<>
Cheers, but you may want to adress this to Inna. I simply replied to her
general query for an implementation of a variance formula in Mata...
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Robert A Yaffee
Gesendet: Dienstag, 10. März 2009 17:55
An: [email protected]
Betreff: Re: st: AW: implementation of variance formula
Martin,
That Horvitz-Thompson estimator is used when the sample design includes
sampling without replacement as opposed to sampling with
replacement.
Regards,
Bob
Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University
Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2008.pdf
CV: http://homepages.nyu.edu/~ray1/vita.pdf
----- Original Message -----
From: Martin Weiss <[email protected]>
Date: Tuesday, March 10, 2009 8:32 am
Subject: st: AW: implementation of variance formula
To: [email protected]
> <>
> The most prominent one is probably the one of the OLS estimator "V =
> s^2*(X'X)^(-1)" which you can see in Mata action in
>
> *************
> help m1_interactive
> *************
>
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: [email protected]
> [mailto:[email protected]] Im Auftrag von Inna Becher
> Gesendet: Dienstag, 10. März 2009 12:07
> An: [email protected]
> Betreff: st: implementation of variance formula
>
> Dear statalisters,
>
> I have to implement a formula of the variance of modified
> horvitz-thompson-estimator.
> My dataset is very large, so I cannot produce a lot of new variables in
> order to do that.
> Should I use mata? Are there any examples of implementing variance
> formulas in stata?
> Thank you.
>
> Inna Becher
>
>
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>
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