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| From | Steve Samuels <sjsamuels@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: Svy poststratification VS Pweighting |
| Date | Sun, 27 Jun 2010 08:46:39 -0500 |
Franceso, It helps in these situations to reproduce the problem with a standard data set, and to show _all_ the commands and output. The poststratification options work in this example, set up to have n's similar to yours. Does it work for you? The only potential issue I see in your code snippests: the "if sample==1" clause implies that you -svyset- the whole data set, not just the sample. *************************CODE BEGINS************************** sysuse auto, clear set seed 09865229 gen small = trunk<13 expand 250 replace mpg = mpg + 5*(uniform() -.5) tab foreign small, nolabel egen postgp = group(foreign small) tab postgp mean mpg // population mean mean mpg, over(postgp) sample 625, by(postgp) count tab postgp mean mpg // unweighted mean gen postw=9000 if postgp==1 replace postw=4000 if postgp==2 replace postw=2000 if postgp==3 replace postw=3500 if postgp==4 svyset _n, poststrata(postgp) postweight(postw) svy: mean mpg ***************************CODE ENDS*************************** On Mon, Jun 21, 2010 at 12:22 PM, francesco manaresi <manaresi@gmail.com> wrote: > Thank you very much for your answer, Stas. Maybe I was not clear, sorry: > I did not use the postweight to' multiply pweight. I just Either used > postweight only (with svy postweight capabilities) or pweight with > weights calculated as N_h/n_h (the inverse of the prob of being > selected if strata where design strata - while in fact they Are not). > In the FIRST case it yields that absurd small St.error which I agree > with u makes no sense. > The issue is why using > svy , poststrata(stratavar) postweight(number_of_obs_in_strata_in_orig_pop) > yields that micro-s.err. > > > > On Monday, June 21, 2010, Stas Kolenikov <skolenik@gmail.com> wrote: >> On Mon, Jun 21, 2010 at 11:42 AM, francesco manaresi <manaresi@gmail.com> wrote: >>> I've seen several questions on the issue of poststratification in >>> Statalist, but would like to ask you some clarifications on the >>> estimate of standard errors. Thank you for your kindness and >>> availability. >>> I have got a sample of firms which have been (supposedly) randomly >>> drawn from a reference population, and would like to post-stratify >>> based on two observable characteristics for which all cross-tables are >>> available. >> >> The pweight has to be the inverse probability of selection, if >> available. Period. If you have additional information on the >> composition of the population, you should use post-stratification >> capabilities. Using post-stratification adjustments to multiply the >> original pweights and running anlaysis as if this composite weight >> were the pure probability weight is a poor man's strategy, and should >> be discouraged when more appropriate tools are available. >> >> I would never trust a standard error of 5e-17 which is roughly >> c(epsdouble). I don't know what you've done there, but you obviously >> eliminated the variance in the sample, and you know this cannot be >> right (unless you sampled all the units with probability of 1, at >> which point it is not a random sample anymore). >> >> As for matching, you are on your own there. I don't trust ANY standard >> errors that come out of matching estimators, so they are all equally >> bad, in my eyes. There is no clear population analogue of the matching >> procedure for the finite population, so -svy:- mode of inference is >> hardly applicable. >> >> -- >> Stas Kolenikov, also found at http://stas.kolenikov.name >> Small print: I use this email account for mailing lists only. >> * >> * 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/ >> > > -- > ------------------------------- > Francesco Manaresi > Department of Economics > University of Bologna > P.zza Scaravilli 2 > 40126 - Bologna (Italy) > > Tel: +39-051-209-8887 > Cell: +39-320-112-7417 > Skype: f.manaresi > URL: www2.dse.unibo.it/francesco.manaresi > > * > * 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 sjsamuels@gmail.com 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/