Re: [R] survey: estimating a covariance matrix

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

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

> "Daniel Oberski" <> wrote in

>> 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?
> <>

Or more specifically:

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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