Re: st: Chi2 test on weighted data

[Steve Samuels <sjsamuels@gmail.com>]

Let me make this clear: the "uncorrected" chi square is the ordinary chi
square statistic, but with weighted cell proportions in stead of raw
proportions. Details are given in the manual.

If you used the uncorrected chi square statistic produced in your
example, you would have P = 0.11, compared to the more accurate P =
0.19. So now you have me curious: Why does this project "need" a test
whose p-value is known to be bad?

Steve




Actually, -svy: tab- also shows the uncorrected, weighted, Pearson chi square statistic. It's not appropriate for doing a "chi square test", but there it is.

Steve


The Design-based F  produced by -svy tab- _is_ a  corrected weighted Pearson chi square statistic.    But because of the complex sampling design, the distribution of the uncorrected version is not chi square. To get a valid  p-value, the chi square statistic is converted to an F statistic.  For details and references, see the manual entry for "svy: tabulate twoway". 

Steve

On Sep 20, 2012, at 8:38 AM, Dr. Annelies Blom wrote:

Dear Steve, dear all,

Thank you very much for your answer. I was aware of the svy commands. However,
the command does not support the chi2 option. When I estimate the table without
the chi2 option, I do get a chi2 estimate, however, according to the output this
estimate is "uncorrected". I assume that this means that the weightt is not
taken into account, right?
Stata does calculate a " Design-based  F", however, for this project I need the
chi2.

The output for the tests looks as follows:
Pearson:
 Uncorrected   chi2(4)         =    7.5233
 Design-based  F(3.97, 18286.26)=    1.5275    P = 0.1916

Does anyone know whether I am just misinterpreting the output or how to get
Stata to deliver weighted chi2 estimates?

Best,
Annelies


Date: Mon, 10 Sep 2012 17:32:27 -0400
From: Steve Samuels <sjsamuels@gmail.com>
Subject: Re: st: Chi2 test on weighted data

Hello, Annelies. Welcome to Statalist!

The command you are seeking is "svy tabulate", and you might have found
it by typing "help survey tabulate". For valid test results, you must first
specify the survey design with -svyset-.  Typing "help survey" will introduce
Stata's survey capabilities. There are a number of contributed survey commands,
so ask
if you need functionality that the built-in commands do not provide.

Steve


On Sep 10, 2012, at 2:00 PM, Prof. Annelies Blom wrote:

Dear all,

I have a quick question which I just don't seem to be able to solve.

I would like to perform a chi2 test on whether two categorical variable are
related. My data are survey data and contain a design weight. Thus, I gathered
that I should use pweights. However, I cannot find any command that lets me
perform a chi2 test on pweighted data.

For example: tabulate does not allow the pweight option and, moreover, does only
allow frequency weights in combination with the chi2 analysis.

What am I missing?

Best,
Annelies
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