Re: [R] survey: estimating a covariance matrix

From: David Winsemius <dwinsemius_at_comcast.net>
Date: Wed, 23 Jan 2008 16:00:43 +0000 (UTC)

David Winsemius <dwinsemius_at_comcast.net> wrote in news:Xns9A2E679818E94dNOTwinscomcast_at_80.91.229.13:

> "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/>
> 

Or more specifically:
<http://faculty.washington.edu/tlumley/survey/html/svyglm.html>

predict() returns a variance-covariance matrix by default. My thought was that newdata equal to estimated means should yield the vcov that you desired.

-- 
David Winsemius

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Received on Wed 23 Jan 2008 - 16:27:13 GMT

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