Re: st: implementation of variance formula

[Inna Becher <inna.becher@uni-konstanz.de>]

Thank you, Robert. Are there two way of variance estimation: 1) 
H-T-variance-estimation for each of 1000 replications and then mean of 
this variances as estimation of population variance and 2) H-T-mean for 
each replication and a bootstrap-estimation of  variance? Is there a 
theoretical difference between these two ways?

Robert A Yaffee schrieb:
> 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 <inna.becher@uni-konstanz.de>
> Date: Thursday, March 12, 2009 4:38 am
> Subject: Re: st: implementation of variance formula
> To: statalist@hsphsun2.harvard.edu
>
>
>   
> > 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 <inna.becher@uni-konstanz.de>
> > > Date: Wednesday, March 11, 2009 4:50 am
> > > Subject: Re: st: implementation of variance formula
> > > To: statalist@hsphsun2.harvard.edu
> > >
> > >
> > >   
> > >       
> > > > 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?
> >     
> > > > > >         
> > > > > >             
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