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Re: Re: st: RE: AW: ratio function
From
Steve Samuels <[email protected]>
To
[email protected]
Subject
Re: Re: st: RE: AW: ratio function
Date
Sun, 25 Apr 2010 19:23:00 -0400
My previous example was flawed, Because males and females could be
present in the same PSU (famid), the degrees of freedom for -suest-
did not equal the sum of the d.f. for the separate regressions. Here
is another example with proper strata. Note that the degrees now add
properly.
Steve
*************************
webuse income, clear
gen year = 2008 + (famid>68)
tab year
svyset famid, strata(year)
svy: reg inc if year==2008
estimates store y2008
svy: reg inc if year==2009
estimates store y2009
suest y2008 y2009
matrix list e(V) //results from different years are independent
nlcom _b[y2008:_cons]/_b[y2009:_cons]
***********************************************
On Fri, Apr 23, 2010 at 10:40 AM, Steve Samuels <[email protected]> wrote:
> Just use -suest-. Use the fact that -reg- without an argument is
> equivalent to estimating the mean.
>
> ********************
> webuse income, clear
> svyset famid
> svy: reg inc if male
> estimates store Male
> svy: reg inc if !male
> estimates store Female
> suest Male Female
> nlcom _b[Male:_cons]/_b[Female:_cons]
> *************************
> Steve
>
> 2010/4/23 Roman Kasal <[email protected]>:
>> yes, the year is another survey (different time; the years cannot be pooled because of degrees of freedom) and is included in strata.
>>
>> so there is no solution for this case? just manually?
>>
>> -----Original Message-----
>> From: [email protected] [mailto:[email protected]] On Behalf Of Steve Samuels
>> Sent: Friday, April 23, 2010 1:32 PM
>> To: [email protected]
>> Subject: Re: Re: st: RE: AW: ratio function
>>
>>> "svy: mean wage, over(year)" is not equal "svy: mean wage if year==2009"
>>
>> The "if statement" is incorrect, unless year was a stratification
>> variable that you identified to Stata.
>>
>> -nlcom- after -svy: mean-, over(year), is the proper approach.
>>
>>
>> 2010/4/23 Roman Kasal <[email protected]>:
>>> ok, for this purpose I agree, that is ok...but what about if I want to calculate SE of Mean in years 2009 and 2008 and then ratio with SE of the means?
>>>
>>> the problem is that CI of
>>> "svy: mean wage, over(year)" is not equal "svy: mean wage if year==2009"
>>> for the year 2009 because of different degrees of freedom (SE's are equal), the first command gives wrong CI.
>>>
>>> is any elegant solution to handle this in Stata with "nlcom" or do I have to calculate it manually?
>>>
>>> thank you
>>>
>>> -----Original Message-----
>>> From: [email protected] [mailto:[email protected]] On Behalf Of Steve Samuels
>>> Sent: Thursday, April 22, 2010 3:08 PM
>>> To: [email protected]
>>> Subject: Re: Re: st: RE: AW: ratio function
>>>
>>> The degrees of freedom are correct. See any sampling text.
>>>
>>> Briefly: To identify a subpopulation, each observation in the sample
>>> receives a 0-1 indicator variable d. If X is the numerator variable
>>> and Y is the denominator variable, the numerator for the ratio of is
>>> the sum *over the entire sample* of Z_x = d *X and the denominator is
>>> the sum of Z_y = d * Y. The standard errors are based on variability
>>> in the Z's, including the zero values.
>>> By the way, the standard errors formulas are valid only if the
>>> expected number of observations in a subpopulation is at least 20.
>>>
>>> Steve
>>>
>>> 2010/4/22 Roman Kasal <[email protected]>:
>>>> thank you for the code, but I have found a problem:
>>>>
>>>> if I calculate over(foreign) the bound are enumerated with "e(N_psu)-e(N_strata)" degrees of freedom, but not for each foreign (degrees of freedom are for whole dataset) and this is wrong I assume.
>>>>
>>>> thank you
>>>>
>>>> -----Original Message-----
>>>> From: [email protected] [mailto:[email protected]] On Behalf Of Steve Samuels
>>>> Sent: Friday, April 02, 2010 2:58 PM
>>>> To: [email protected]
>>>> Subject: Re: Re: st: RE: AW: ratio function
>>>>
>>>> Roman
>>>> Perhaps we misunderstand what you are asking for. I We have been
>>>> assuming that you want the ratio of the means of two variables
>>>> ("columns"?) measured possibly on the same person. Perhaps you want
>>>> the ratio of the means of one variable for two subpopulations. Both
>>>> analyses will ignore missing values.
>>>>
>>>> If this is not what you desire, then please demonstrate by hand what
>>>> you do want on a small, non-survey data set.. Also I'd like to know
>>>> which R function does what are asking for
>>>>
>>>> The following do file computes the ratio of means with CI and then
>>>> does the same for the log ratio and transforms to the original scale.
>>>>
>>>> -Steve
>>>>
>>>>
>>>> **************************CODE BEGINS**************************
>>>> capture program drop _all
>>>> program antilog
>>>> local lparm el(r(b),1,1)
>>>> local se sqrt(el(r(V),1,1))
>>>> local bound invttail(e(df_r),.025)*`se'
>>>> local parm exp(`lparm')
>>>> local ll exp(`lparm' - `bound')
>>>> local ul exp( `lparm' + `bound')
>>>> di "parm =" `parm' " ll = " `ll' " ul = " `ul'
>>>> end
>>>>
>>>> sysuse auto, clear
>>>> svyset _n
>>>> svy: mean mpg, over(foreign)
>>>> nlcom (myratio1: _b[Domestic]/_b[Foreign]) //ratio
>>>> nlcom (myratio2: log(_b[Domestic]/_b[Foreign])) // log ratio
>>>> // Confidence interval of last -nlcom- on antilog scale
>>>> antilog
>>>> ***************************CODE ENDS***************************
>>>>
>>>>
>>>>
>>>> .
>>>>
>>>> On Fri, Apr 2, 2010 at 2:37 AM, Roman Kasal <[email protected]> wrote:
>>>>> I don't agree...so how to do it when you want to find out ratio between
>>>>> years, male X female, ...? So there is no solution? Just to keep N,mean,
>>>>> SE, degrees of freedom, N_strata, N_psu, .... and calculate it manually?
>>>>> I think it is not appropriate solution, at least to have it as an
>>>>> option. I think there is missing a lot with complex survey in Stata and
>>>>> complex survey is needed for almost every survey research, even freeware
>>>>> R-project is better equipped :(
>>>>>
>>>>> so have a hope Stata will get it soon....immediately we are buying it
>>>>> again :)
>>>>>
>>>>>>
>>>>>>
>>>>> And it should. Data (x,y) (1,2) (2,4) (3,6) (100,.) will give an
>>>>> entirely different view of the data if the unpaired observation is
>>>>> included in a mean or ratio calculation. Or consider data with x
>>>>> missing in half the pairs and y missing in the other half; the ratio
>>>>> of means would be meaningless.
>>>>>
>>>>> The formulas for standard errors for ratios assume that the data are
>>>>> paired. Formally, they are based on the residual MSE of a regression
>>>>> of y on x through the origin. You cannot do that regression with
>>>>> unpaired data.
>>>>>
>>>>> If your concern is missing data, the solution is to impute the missing
>>>>> values before analysis.
>>>>>
>>>>> Steve
>>>>>
>>>>>
>>>>> *
>>>>> * 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/
>>>>>
>>>>
>>>>
>>>>
>>>> --
>>>> Steven Samuels
>>>> [email protected]
>>>> 18 Cantine's Island
>>>> Saugerties NY 12477
>>>> USA
>>>> Voice: 845-246-0774
>>>> Fax: 206-202-4783
>>>>
>>>> *
>>>> * 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/
>>>>
>>>
>>>
>>>
>>> --
>>> Steven Samuels
>>> [email protected]
>>> 18 Cantine's Island
>>> Saugerties NY 12477
>>> USA
>>> Voice: 845-246-0774
>>> Fax: 206-202-4783
>>>
>>> *
>>> * 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/
>>>
>>
>>
>>
>> --
>> Steven Samuels
>> [email protected]
>> 18 Cantine's Island
>> Saugerties NY 12477
>> USA
>> Voice: 845-246-0774
>> Fax: 206-202-4783
>>
>> *
>> * 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/
>>
>
>
>
> --
> Steven Samuels
> [email protected]
> 18 Cantine's Island
> Saugerties NY 12477
> USA
> Voice: 845-246-0774
> Fax: 206-202-4783
>
--
Steven Samuels
[email protected]
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax: 206-202-4783
*
* 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/