RE: st: Need help on variance estimation using replication methods while incorporating raking

[Cameron McIntosh <cnm100@hotmail.com>]

Bilal,

You could still use a linearization approach:

D’Arrigo, J., & Skinner, C. (2010). Linearization variance estimation for generalized raking estimators in the presence of nonresponse.  Survey Methodology, 36(2), 181-192. http://www.statcan.gc.ca/pub/12-001-x/2010002/article/11380-eng.pdf

If you wanted to bootstrap, you have to adjust the replicates in the same way as the initial probability weights, including raking each set of replicates.  How to compute replicate weights? 

Kolenikov, S. (2010). Resampling variance estimation for complex survey data. Stata Journal, 10(2), 165-199.

Pal, S. (2009). Rao and Wu's re-scaling bootstrap modified to achieve extended coverages. Journal of Statistical Planning and Inference, 139(10), 3552-3558. 

Preston, J. (2009). Rescaled bootstrap for stratified multistage sampling. Survey Methodology, 35(2), 227-234. http://www.statcan.gc.ca/pub/12-001-x/2009002/article/11044-eng.pdf

Cam

> Date: Tue, 22 Nov 2011 14:53:49 -0800
> From: sbhk597@yahoo.com
> Subject: st: Need help on variance estimation using replication methods while incorporating raking
> To: statalist@hsphsun2.harvard.edu
> 
> Hi
>  
> I am using stata 10 and 11.
>  
> I  have a multistage or complex survey data which I raked using some auxiliary variables like previous votes in different elections (highly correlated with output variables). Now I want to find 95 percent confidence intervals for my estimated and I believe I can use svy option in stata to calculate such estimates through Taylors series. However, this would not incorporate raking into design which perhaps may lower the sampling error. I can trim weights as well but I would lose precision of estimates.
> 
> So I plan to use replication methods which I believe can cater for raking or post stratification. I do have the commands to do so in stata but I am not sure how to create replicate weights before using replication methods for survey variance estimates. Can anyone suggest an easy way to create replication weights and incorporate replicated weight; especially bootstrap in variance estimation. Also raking tends to decrease sampling variance. Would this be reflected in the variance estimation using replication methods like bootstrap or Jackknife?
> 
> Thank you in advance for your help.
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