Inna,
Can you jacknife or bootstrap to obtain your variances?
- 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: Inna Becher <[email protected]>
Date: Wednesday, March 11, 2009 4:50 am
Subject: Re: st: implementation of variance formula
To: [email protected]
> I can calculate the probability for each network (=cluster) to be
> included in the sample. I also can
> calculate for each pair of selected clusters to be included in the
> sample. My problem is: this probabilities are to be saved somewhere.
> Should it be a matrix? I have not yet worked with matrices to
> calculate
> variances. The version of H-T-estimator I need is not implemented in svy-.
> I wrote an ado for sampling design that I need and implemented
> H-T-estimator for the mean, but not for the variance.
>
> Steven Samuels schrieb:
> > 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/
> *
> * 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/
