Inna,
That could be an alternative to the H-T variance estimator.
- 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: Thursday, March 12, 2009 4:38 am
Subject: Re: st: implementation of variance formula
To: [email protected]
> Robert,
>
> I simulate 1000 samples from a population and for each sample I
> calculate the H-T-estimator for the mean and I have to calculate the
> variance for the H-T-mean. Afterwards I'll investigate their
> distribution over 1000 samples.
>
> Robert A Yaffee schrieb:
> > 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:
> > * 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:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
