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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
Tue, 27 Apr 2010 07:37:47 -0400
Sorry, I don't have version 10, but use Martin's trick
*************
suest, coefl
*************
to see what Stata does call these in Version 10. In Version 11 both
syntaxes work.
Why your errors? I don't have Verstion 10, but my guess is that it's
because -mean- and -svy: mean- are not regression commands. They will
take multiple variables, so there is no "constant".
****************
sysuse auto, clear
svy: mean mpg weight
di _b[mpg] _b[weight]
-suest- only works with commands for which -predict- is a valid
post-estimation command. (See the -help-) That's not true of -mean-
or -svy: mean-That's probably the source of the error message, at
least indirectly.
In addition, -suest- is not necessary after -mean, over()-, because
all the results are already available to -nlcom-.
Steve
2010/4/27 Roman Kasal <[email protected]>:
> "nlcom _b[y2008:_cons]/_b[y2009:_cons]" really don't work for me (STATA 10.1) but "nlcom [y2008]_cons/[y2009]_cons" does
>
> btw, don't you know why this code ends with an error?
>
> ********************
> est drop _all
> svyset ICO [pw=vahaHMM], strata(stk2) fpc(fpc1) singleunit(centered)
> svy: mean hrMzdaMes if rok==2009
> est sto r2009
> svy: mean hrMzdaMes if rok==2008
> est sto r2008
> est dir
>
> -------------------------------------------------------
> name | command depvar npar title
> -------------+-----------------------------------------
> r2009 | mean no depvar 1
> r2008 | mean no depvar 1
> -------------------------------------------------------
> suest r2009 r2008
> impossible to retrieve e(b) and e(V) in r2009
> ****************
>
> And does suest handle with "svy:mean x, over(y)"?
>
>
>
> -----Original Message-----
> From: [email protected] [mailto:[email protected]] On Behalf Of Steve Samuels
> Sent: Monday, April 26, 2010 2:17 PM
> To: [email protected]
> Subject: Re: Re: st: RE: AW: ratio function
>
> You're very welcome. Either syntax works. See section 13.5 of the User's Guide.
>
> Steve
>
> 2010/4/26 Roman Kasal <[email protected]>:
>> thank you, it helps a lot!
>>
>> just small correction:
>>
>> the last command should by "nlcom [y2008]_cons/[y2009]_cons" I assume
>>
>> roman
>>
>> -----Original Message-----
>> From: [email protected] [mailto:[email protected]] On Behalf Of Steve Samuels
>> Sent: Monday, April 26, 2010 1:23 AM
>> To: [email protected]
>> Subject: Re: Re: st: RE: AW: ratio function
>>
>> 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/
>>
>> *
>> * 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/