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Re: st: brrweight(), jkrweight(), and vce() options of svyset
From
Stas Kolenikov <[email protected]>
To
[email protected]
Subject
Re: st: brrweight(), jkrweight(), and vce() options of svyset
Date
Tue, 11 May 2010 23:04:35 -0500
I've never tried that, but at least conceptually one can apply all
three variance estimation methods to a design with 2 PSU/stratum. So
you can specify -jkrweight()- for jackknife weights, -brrweight()- for
BRR weights, and have PSUs defined for the Taylor series expansion
estimator. Then for each particular estimation command you run, you
will have a choice of whether you want to specify -vce(linearized)-,
-vce(brr)- or -vce(jknife)-.
But I agree with you, this is confusing, and you don't want to have
different weights hanging around your dataset unless you do research
in variance estimation for complex survey (rather than research in
cancer epidemiology or labor force participation or some other normal
research, like most Stata users do).
On Tue, May 11, 2010 at 7:44 PM, Sergiy Radyakin <[email protected]> wrote:
> Dear All,
>
> can somebody, please, explain why the brrweight(varlist) and jkrweight(varlist)
> in svyset are NOT mutually exclusive? My understanding is that after I
>
> svyset ...whatever...,vce(brr) brrweight(varlist)
>
> specyfying jkrweight() afterwards in the same command does not affect
> anything. However the standard Stata dialog for svyset (db svyset) permits
> specifying both BRR and Jackknife weights and svyset command accepts
> both without a problem.
>
> I guess the minimum information needed to be specified is:
> 1) brrweight(varlist) -- translates to current vce(brr) brrweight(varlist)
> 2) jkrweight(varlist) -- translates to current vce(jackknife) jkrweight(varlist)
> 3) nothing -- translates to current vce(linearized)
>
> Meaning that the vce() option is redundant and brrweight() and jkrweight() must
> be mutually exclusive.
>
> Does it harm in any way specifying both?
> Is there benefit/convenience in specifying both?
>
> Any hints are very welcomed.
>
> Thank you, Sergiy Radyakin.
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>
--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
*
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