it might be slightly different, but i think the result is very close to a tsl result (which hasn't been implemented).. could you use this?
mns<-svyby(~api00+api99, ~stype, rclus1, svytotal,covmat=TRUE) vcov(mns) On Wed, Oct 15, 2014 at 9:27 AM, Daniela Droguett < daniela.droguett.l...@gmail.com> wrote: > Hi, > > I would like to apply the vcov function from the survey package for the > variables api00 and api99 grouped by the stype variable which can assume H, > M and E categories. > > From the code in the survey package manual: > > data(api) > dclus1<-svydesign(id=~dnum, weights=~pw, data=apiclus1, fpc=~fpc) > rclus1<-as.svrepdesign(dclus1) > mns<-svyby(~api00, ~stype, rclus1, svymean,covmat=TRUE) > vcov(mns) > > I have tried the following changes in order to get the variance matrix > estimation (as part of Taylor Linearization). > > > data(api) > > dclus1<-svydesign(id=~dnum, weights=~pw, data=apiclus1, fpc=~fpc) > > > mns<-svyby(~api00+api99, ~stype, dclus1, svytotal) > > mns > stype api00 api99 se.api00 se.api99 > E E 3162561.8 2962356.8 842713.7 796474.0 > H H 293115.0 282283.9 104059.8 101492.9 > M M 534308.7 514982.0 108710.7 105036.6 > > vcov(mns) > E:api00 H:api00 M:api00 E:api99 H:api99 > M:api99 > E:api00 710166313660 0 0 0 0 > 0 > H:api00 0 10828434454 0 0 0 > 0 > M:api00 0 0 11818006832 0 0 > 0 > E:api99 0 0 0 634370797647 0 > 0 > H:api99 0 0 0 0 10300818294 > 0 > M:api99 0 0 0 0 0 > 11032691751 > Warning message: > In vcov.svyby(mns) : Only diagonal elements of vcov() available > > How to obtain the cross terms in the matrix above? > > I have no clue on how to implement that. > > Thanks a lot! > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
