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  • Marginal estimates after running svy logistic

    This may be more of a statistical question than a Stata question... I am using the Canadian Community Health Survey (CCHS) which is a series of repeated cross-sections. Statistics Canada is the agency providing the data. Statistics Canada also supplies bootstrap weights (500 replicates) and recommends using bootstrapping to obtain unbiased standard errors.

    If I survey set my data, then run a logistic regression with bootstrapping, will the following marginal estimates (for example predicted probabilities and elasticity estimates) also have unbiased standard errors? Here is an example of some sample code:

    use cchs.dta, clear

    /* Survey set data */
    svyset _n [weight=fwt], vce(bootstrap) bsrweight(bswt1-bswt500)

    /* Run svy logistic regression */
    svy: logistic outcome xvarlist

    /* Get marginal estimates */
    margins , dydx(varx)
    margins , eyex(varx)

    Or will standard errors of marginal estimates only be unbiased if I use the margins command for each bootstrap replicate?

    Thanks.

  • #2
    Writing margins commands after svy logistic, as you've done, is the correct approach. However nothing in the bootstrap theory promises that bootstrapped standard errors will be unbiased, though they can be nearly unbiased in some cases. See, e.g., Tables 1 and 2 in Efron and Tibshirani (1986).

    Reference: Efron, Bradley, and R Tibshirani. 1986. Bootstrap Methods for Standard Errors, Confidence Intervals, and Other Measures of Statistical Accuracy: Rejoinde. Statistical Science 1, no. 1: 54-75. available at http://sites.fas.harvard.edu/~eps236/effron_bootstrap_1986.pdf

    Perhaps you missed the Statalist FAQ about using real names, first and last, To change your user name, contact the forum administrator (contact link at the bottom of the page).
    Last edited by Steve Samuels; 30 Apr 2014, 22:18.
    Steve Samuels
    Statistical Consulting
    [email protected]

    Stata 14.2

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    • #3
      Thank you for the reference.

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