On Mon, 10 Oct 2005, Real Miranda Rigoberto wrote:
I have a question referring to the calculation of variance estimation of
the survey package
I need to estimate the variance for different Domains but for a
stratified sampling desing in several stages. S?rndal et al (1992), CAP
10, makes reference to this problem.
My question is if it is possible by means of "survey package" to obtain
these calculations, and if it follows the methodology raised by S?rndal
or another author.
Yes, it is possible.
The computations for totals are based on the use of domain indicator
variables when computing variances, as in Sarndal et al (1992), and the
handling of multistage sampling is as in chapter 4.4 of that book. The
computations for statistics other than totals are based on estimating the
total of a suitable estimating function and then solving the estimating
equation.
In fact, for domain means there are three equivalent ways to compute the
estimator and its variance, and one of the package tests checks that these
give the same answer
With the data set from example(mu284) we could compute the mean for the
completely artificial domain id2>1 by
svymean(~y1, subset(dmu284, id2>1))
The subset() function knows how to handle survey designs to give correct domain
estimation.
This is equivalent to two more obviously correct estimators based on the
whole sample: a regression estimator
summary(svyglm(y1~factor(id2>1)+0, design=dmu284)
and to a ratio estimator
svyratio(~as.numeric(y1*(id2>1)), ~as.numeric(id2>1), design=dmu284)
All three give the same mean estimator and standard error.
-thomas
Thomas Lumley Assoc. Professor, Biostatistics
[EMAIL PROTECTED] University of Washington, Seattle______________________________________________
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