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?
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