Re: [R] survey: estimating a covariance matrix

From: Daniel Oberski <daniel.oberski_at_gmail.com>
Date: Mon, 28 Jan 2008 16:09:09 +0100

Thomas and David,

Thanks for your answers. The svyvar() function does the trick. It does not provide a vcov() method for the variance-covariance matrix of these estimates themselves. But I guess I can bootstrap them using library(boot)...

Thanks again, daniel

On Jan 25, 2008 6:13 PM, Thomas Lumley <tlumley_at_u.washington.edu> wrote:

> 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
>

        [[alternative HTML version deleted]]



R-help_at_r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Mon 28 Jan 2008 - 15:43:42 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Mon 28 Jan 2008 - 16:30:12 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive