Re: [R] survey: estimating a covariance matrix

From: Daniel Oberski <>
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 <> 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

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