Displaying 2 results from an estimated 2 matches for "design_tarv".
2008 Dec 19
1
svyglm and sandwich estimator of variance
...ls.
Can sandwich estimator of variance be used when observations aren?t
independent? In my case, observations are independent across groups
(clusters), but not necessarily within groups. Can I calculate the standard
errors with robust variance, in complex sample survey data using R?
Outputs:
design_tarv<-svydesign(ids=~X2, strata=~X3, data=banco, weights=~X4)
banco.glm7 <- svyglm(y ~x1, data = banco, family = poisson (link= "log"),
design= design_tarv)
summary(banco.glm7)
Call:
svyglm(y ~ x1, data = banco, family = poisson(link = "log"),
design = design_tarv)
Su...
2008 Dec 29
0
Serial Correlation Test for Short Time Series
...ample survey data using R?
The standard errors that svyglm() produces are already the sandwich
estimator and already correctly handle the clustering.
Use vcov() to extract the variance-covariance matrix, if you need it, or
SE() to extract the standard errors.
-thomas
> Outputs:
>
> design_tarv<-svydesign(ids=~X2, strata=~X3, data=banco, weights=~X4)
>
> banco.glm7 <- svyglm(y ~x1, data = banco, family = poisson (link= "log"),
> design= design_tarv)
> summary(banco.glm7)
>
> Call:
> svyglm(y ~ x1, data = banco, family = poisson(link = "log")...