Inna,
You should do about 10000 replications. If I remember correctly,
that is what Efron suggested. You could estimate the mean of the variance
or the variance itself, each time you resample. I like the percentile method,
myself. It assumes an unbiased sample, but it will not work with small
samples. If you know the distribution, you can do a bias correction.
- 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 10:27 am
Subject: Re: st: implementation of variance formula
To: [email protected]
> 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 <[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/
> >
> *
> * 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/
*
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