R help - Jan 2008 - survey: estimating a covariance matrix

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?

Thanks,
daniel

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"Daniel Oberski" <daniel.oberski at gmail.com> wrote in
news:817e25730801230506v3266a03fia82d7b22c5581153 at mail.gmail.com: 
> 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?

<http://faculty.washington.edu/tlumley/survey/>

-- 
David Winsemius

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