5 resultados para Variance estimation

em BORIS: Bern Open Repository and Information System - Berna - Suiça


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We propose a nonparametric variance estimator when ranked set sampling (RSS) and judgment post stratification (JPS) are applied by measuring a concomitant variable. Our proposed estimator is obtained by conditioning on observed concomitant values and using nonparametric kernel regression.

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Stata is a general purpose software package that has become popular among various disciplines such as epidemiology, economics, or social sciences. Users like Stata for its scientific approach, its robustness and reliability, and the ease with which its functionality can be extended by user written programs. In this talk I will first give a brief overview of the functionality of Stata and then discuss two specific features: survey estimation and predictive margins/marginal effects. Most surveys are based on complex samples that contain multiple sampling stages, are stratified or clustered, and feature unequal selection probabilities. Standard estimators can produce misleading results in such samples unless the peculiarities of the sampling plan are taken into account. Stata offers survey statistics for complex samples for a wide variety of estimators and supports several variance estimation procedures such as linearization, jackknife, and balanced repeated replication (see Kreuter and Valliant, 2007, Stata Journal 7: 1-21). In the talk I will illustrate these features using applied examples and I will also show how user written commands can be adapted to support complex samples. Complex can also be the models we fit to our data, making it difficult to interpret them, especially in case of nonlinear or non-additive models (Mood, 2010, European Sociological Review 26: 67-82). Stata provides a number of highly useful commands to make results of such models accessible by computing and displaying predictive margins and marginal effects. In my talk I will discuss these commands provide various examples demonstrating their use.

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Lorenz estimates Lorenz and concentration curves from individual-level data and, optionally, displays the results in a graph. Relative as well as generalized, absolute, unnormalized, or custom-normalized Lorenz or concentration curves are supported, and tools for computing contrasts between different subpopulations or outcome variables are provided. Variance estimation for complex samples is fully supported.

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Lorenz and concentration curves are widely used tools in inequality research. In this paper I present a new Stata command called -lorenz- that estimates Lorenz and concentration curves from individual-level data and, optionally, displays the results in a graph. The -lorenz- command supports relative as well as generalized, absolute, unnormalized, or custom-normalized Lorenz or concentration curves, and provides tools for computing contrasts between different subpopulations or outcome variables. Variance estimation for complex samples is fully supported.

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devcon transforms the coefficients of 0/1 dummy variables so that they reflect deviations from the "grand mean" rather than deviations from the reference category (the transformed coefficients are equivalent to those obtained by the so called "effects coding") and adds the coefficient for the reference category. The variance-covariance matrix of the estimates is transformed accordingly. The transformed estimated can be used with post estimation procedures. In particular, devcon can be used to solve the identification problem for dummy variable effects in the so-called Blinder-Oaxaca decomposition (see the oaxaca package).