Re: [R] survey: estimating a covariance matrix

From: Thomas Lumley <tlumley_at_u.washington.edu>
Date: Fri, 25 Jan 2008 09:13:11 -0800 (PST)

On Wed, 23 Jan 2008, Daniel Oberski wrote:

> Hello
>
> Does anybody happen to know if it is possible to use the survey package to
> estimate a covariance matrix from a complex survey?

Yes. svyvar() in the survey package estimates a population covariance matrix.

It doesn't give standard errors for this estimate, though.

         -thomas



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