Re: [R] Question about Survey Package

From: Thomas Lumley <tlumley_at_u.washington.edu>
Date: Tue 11 Oct 2005 - 01:58:25 EST

On Mon, 10 Oct 2005, Real Miranda Rigoberto wrote:

> I have a question referring to the calculation of variance estimation of
> the survey package
>
> I need to estimate the variance for different Domains but for a
> stratified sampling desing in several stages. Särndal et al (1992), CAP
> 10, makes reference to this problem.
>
> My question is if it is possible by means of "survey package" to obtain
> these calculations, and if it follows the methodology raised by Särndal
> or another author.
>

Yes, it is possible.

The computations for totals are based on the use of domain indicator variables when computing variances, as in Sarndal et al (1992), and the handling of multistage sampling is as in chapter 4.4 of that book. The computations for statistics other than totals are based on estimating the total of a suitable estimating function and then solving the estimating equation.

In fact, for domain means there are three equivalent ways to compute the estimator and its variance, and one of the package tests checks that these give the same answer

With the data set from example(mu284) we could compute the mean for the completely artificial domain id2>1 by

     svymean(~y1, subset(dmu284, id2>1)) The subset() function knows how to handle survey designs to give correct domain estimation.

This is equivalent to two more obviously correct estimators based on the whole sample: a regression estimator

     summary(svyglm(y1~factor(id2>1)+0, design=dmu284) and to a ratio estimator

     svyratio(~as.numeric(y1*(id2>1)), ~as.numeric(id2>1), design=dmu284)

All three give the same mean estimator and standard error.

         -thomas

Thomas Lumley			Assoc. Professor, Biostatistics
tlumley@u.washington.edu	University of Washington, Seattle

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