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2012 Apr 15
0
correct standard errors (heteroskedasticity) using survey design
Hello all,
I'm hoping someone can help clarify how the survey design method works in
R. I currently have a data set that utilized a complex survey design. The
only thing is that only the weight is provided. Thus, I constructed my
survey design as:
svdes<-svydesign(id=~1, weights=~weightvar, data=dataset)
Then, I want to run an OLS model, so:
fitsurv<-svyglm(y~x1+x2+x3...xk, design=svdes, data=dataset)
But, I want to check if there is evidence of heteroskedasticity. If so, how
would I correct the standard errors? Can the "sandwich&quo...