Re: [R] survey: estimating a covariance matrix

From: David Winsemius <dwinsemius_at_comcast.net>
Date: Wed, 23 Jan 2008 15:10:57 +0000 (UTC)

"Daniel Oberski" <daniel.oberski_at_gmail.com> wrote in news:817e25730801230506v3266a03fia82d7b22c5581153_at_mail.gmail.com:

> Hello
>
> Does anybody happen to know if it is possible to use the survey
> package to estimate a covariance matrix from a complex survey?
>
> I have design weights and clusters (no strata), and want to get a
> covariance matrix with preferably the effective sample size or else
> an estimate of the variance-covariance matrix of the covariance
> matrix ("asymptotic covariance matrix"). Is this possible?

Have you looked at Lumley's survey package?

<http://faculty.washington.edu/tlumley/survey/>

-- 
David Winsemius

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Received on Wed 23 Jan 2008 - 15:22:48 GMT

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