Re: st: How to set calibrated weights

[Steve Samuels <sjsamuels@gmail.com>]

Veronica,

The PSU variable is not missing. It is the sampling unit at the first
stage of sampling and it's one of your cluster variables, probably
"cluster 1" (check). Your statement that one must know the PSU variable
to use probability weights is also incorrect. One can get proper
weighted estimates, though not standard errors, without knowing the PSU.

I'm not sure what wrong with your -concat- statement. I would have
used "egen combination = group()". For it to have worked, the value of
the "post-stratification weight" would have to be the population count
for each combination of the three variables.

If the "post-stratification" weights are not integers, they are probably
"calibration" weights that have already adjusted the probability
weights. In that case, further post-stratification are likely to be
superfluous. You would  then use the "post-stratification weight" in place of
the probability weights. All weights should be
described in the study documents (though usually not the"codebook"). If
they are not, then contact the organization that did the study for
details.

If sampling was without replacement at one or more stages,
you could use the fpc() option for those stages. In practice,
it makes a difference only for the first stage.

In any case, one guess at a -svyset- statement (assuming the
"post-stratification weight" is a "calibration" weight) is:
*************************************************************
svyset w2_gc_prov [pw = w2_wgt], strata(w2_gc_dc) || w2_hhgeo
**************************************************************

But I could be wrong, depending on how w2_wgt was calculated.

Before proceeding, I suggest that you learn more about sampling or take
a survey course. I gave some references in:
http://www.stata.com/statalist/archive/2012-09/msg01058.html.
The Stata survey manual is also a very good resource, though the section on
post-stratification is skimpy.

Steve


On Oct 19, 2012, at 1:57 PM, Veronica Galassi wrote:

Dear Statalisters,

I am writing you concerning the application of calibrated weights to
my dataset for the computation of descriptive statistics only.

The dataset I am working on collects information at household and
individual level and comes from a stratified, two-stage clustered
sample. The followings are the variables I have got:
- probability weights: w2_dwgt
- strata: w2_gc_dc
- cluster 1: w2_gc_prov
- cluster 2: w2_hhgeo
- post-stratified weights: w2_wgt
- age intervals:  w2_age_intervals
- gender: w2_best_gen
- population group: w2_best_race

In order to set the probability weights using the command svyset, I
need the psu variable. As you may have noticed, this variable is
missing and this makes me impossible to set pweights.
In addition, from a couple of previous statalist conversations ( see
in particular: http://www.ats.ucla.edu/stat/stata/faq/svy_stata_post.htm
and http://www.stata.com/statalist/archive/2012-02/msg00584.html), I
understood that:
- when using calibrated weights I still have to set pweights and
specify the original strata and clusters
- In order to apply calibrated data I need to know the characteristics
on the base of which the sample have been post-stratified ( in my case
age intervals, gender and population groups).

Therefore, I tried to set my post-stratified weights using the
following command:
"svyset [pw=w2_dwgt], strata (w2_gc_dc) poststrata (w2_age_intervals
w2_best_gen w2_best_race) postweight(w2_wgt)"
which did not work because in Stata the poststrata must be mutually
exclusive and thus only one variable can be specified.

In order to overcome this problem, I tried to generate a variable
which is a combination of the three characteristics by using the
command
"egen combination=concat( w2_age_intervals w2_best_race w2_best_gen),
format (float)".
However, this command generated a variable containing only missing
values and for this reason Stata gave me back the error:
"option postweight() requires option poststrata()".
The only way to make Stata set the post-calibrated weight was by using
the command
"svyset, poststrata (combination) postweight(w2_wgt)" with combination
being a string variable. However I am scared that this command is not
complete.

At this point, I would really appreciate any hint on what I am doing
wrong and how to proceed to set my post-stratified weights.

Many thanks for your help!

Kind regards,

Veronica Galassi
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