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Re: st: RE: get robust SE and adjust for samling design
From
Steve Samuels <[email protected]>
To
[email protected]
Subject
Re: st: RE: get robust SE and adjust for samling design
Date
Thu, 15 Aug 2013 22:34:18 -0400
-svyset- the data to properly account for strata, PSUs, and weights.
. svyset psu1 [pwt = pwt], strata(stratid)
. svy: poisson //_not_ . poisson
Steve
On Aug 15, 2013, at 10:37 AM, HUANG, LILING wrote:
Hi Tim,
Thank you very much for responding to my question. What I was trying to do is to obtain robust SE to control for mild violation of the assumption for the poisson model in my dataset. I cannot get robust SE when I ran svy:poisson x y z, vce(robust). I got the error message saying option vce() of poisson is not allowed with the svy prefix.
So, I tried running a regular poisson with adjusting for sampling design to get robust SE. The syntax that I wrote is poisson x y z [pw=pwt], vce(cluster psu1). But this adjusts only for 61 clusters in psu in my dataset. I need to have it adjust for 6 strata too. Do you know how I can specify this adjustment for strata in my syntax, poisson x y z [pw=pwt], vce(cluster psu1).
Thanks,
Lilling
________________________________________
From: [email protected] [[email protected]] on behalf of Timothy Mak [[email protected]]
Sent: Thursday, August 15, 2013 12:03 AM
To: [email protected]
Subject: st: RE: get robust SE and adjust for samling design
Hi Liling,
When you've -svyset- your data, you don't need to use vce(cluster) anymore. That's already done.
Tim
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of HUANG, LILING
Sent: 15 August 2013 03:37
To: [email protected]
Subject: st: get robust SE and adjust for samling design
Dear Statalist,
Since option vce() of poisson is not allowed with the svy prefix, I tried running a regular poisson regression with [pw=sampwgt], vce(cluster psu) to get robust standard errors.
I need to adjust for strata as well. Does anyone know how I can specify it in the syntax?
. poisson x y z [pw=pwt], vce(cluster psu1)
Here are my original svy syntax.
svyset [pweight=pwt], strata(strata) psu(psu1)
. svy:poisson x y z
(running poisson on estimation sample)
Survey: Poisson regression
Number of strata = 6 Number of obs = 1986
Number of PSUs = 61 Population size = 1934.5412
Design df = 55
F( 2, 54) = 86.34
Prob > F = 0.0000
------------------------------------------------------------------------------
| Linearized
x | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
y | .2246702 .0172226 13.05 0.000 .1901554 .2591849
z | .0017301 .0356631 0.05 0.961 -.0697404 .0732006
_cons | .2436516 .0499279 4.88 0.000 .1435939 .3437094
------------------------------------------------------------------------------
Thanks,
Liling Huang
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