Re: st: implementation of variance formula

[Steven Samuels <sjhsamuels@earthlink.net>]

Inna:

You don't say which version of the H-T estimator you want; there are  
many versions. The estimates themselves depend on knowing for each  
cluster the probability that would be included in the sample. This  
quantity must be supplied with the data set.  It might or might not  
be a simple function of the cluster "size" measure.

Thel formulas for the variance of the classical H-T estimators are   
also functions of the probability  that each pair of selected  
clusters would be included in the sample; if there are m clusters in  
a stratum, there  are m(m-1)/2  of these  probabilities.  Were they   
supplied with the data set?  Even if  you have them, you would still  
have to write your own (probably MATA) code  to utilize them.

There is an alternative.  Stata's survey commands produce modified  H- 
T estimates .  You can obtain appropriate standard errors  if you  - 
syset- your data according to the design.

On Mar 10, 2009, at 7:07 AM, Inna Becher wrote:

> 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?
*
*   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/