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Re: st: Survey Design Degrees of Freedom


From   Stas Kolenikov <[email protected]>
To   [email protected]
Subject   Re: st: Survey Design Degrees of Freedom
Date   Wed, 4 Aug 2010 15:20:59 -0500

As far as I understand, -dof()- only applies to -svy bootstrap-, since
in that case the design d.f. is unknown. With specified PSUs, the
design d.f. will be derived from the count of PSUs and strata.

Korn & Graubard give some suggestions in their 1999 book. Not that I
like these suggestions, but for the record, I have to give this
reference. Looks like you know all this stuff already though.

On Wed, Aug 4, 2010 at 11:43 AM, SEVIGNY, ERIC <[email protected]> wrote:
> Hello All-
>
> I am running an -mlogit- model on complex survey data. In estimating the
> model, I am running into the all-too-common insufficient degrees of
> freedom problem (I have 40 PSUs and 10 strata and thus 30 df).
>
> There have been a number of suggestions in the literature to work around
> this issue, e.g., ignore either the strata or PSU boundaries, randomly
> split each PSU into two pseudo-PSUs, etc.
>
> My question revolves around Stata's recent but poorly documented -dof()-
> option with -svyset-. Regardless of its merit, let's say I want to more
> than double my df by creating pseudo-PSUs. I could do this manually and
> randomly divide the PSUs, giving 80 - 10 = 70 df. My question is this:
> Can I leave the PSUs as is and simply include -dof(70)- in my -svyset-
> command and achieve in effect the same result?
>
> Regards,
>
> Eric L. Sevigny, Ph.D.
> Assistant Professor
> Department of Criminology and Criminal Justice
> University of South Carolina
> 1305 Greene St
> Columbia, SC 29208
> (803) 777-7043 (office)
> [email protected]
>
>
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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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