On Sun, 17 Jan 2010, Vera wrote:
2010/1/16 Thomas Lumley <tlum...@u.washington.edu>:
On Sat, 16 Jan 2010, Vera wrote:
Thanks for your help so far, everyone.
Thomas: I haven't looked very deep into the survey package yet, so I
don't know if what I'm looking for is actually missing or if I just
haven't found it yet.
What is "missing", from my point of view at the moment, is some kind
of global weighting function that allows me to set a weight and then
just perform different kinds of analyses without thinking about it any
more.
There isn't anything like this, because it isn't possible. Some analyses
can't sensibly be done with sampling weights; for others you can get point
estimates but it is hard to get standard errors.
I see, having read some papers about weighting now. What I described
is possible in other statistics software, so I was kind of mislead
into thinking it couldn't be that complicated. (I guess all analyses,
where appropriate, are done with weighted data; if you don't specify a
weight variable, all weights are 1 by default).
In fact, what you described is not possible in other statistical software,
because it just is not possible. Stata comes closest, but even there not
everything can be done with sampling weights.
The WEIGHT BY instruction in SPSS gives you frequency weights, not sampling
weights. A frequency weight of, eg, 10 means that your data set contains 10
copies of the observation and you are storing them in a single record to save
space. These are easy to implement, but they usually give the wrong p-values
and confidence intervals, and sometimes give the wrong point estimates, if you
really have sampling weights.
There's a nice description of what is available in some commercial packages at
http://www.ats.ucla.edu/stat/SPSS/faq/weights.htm
-thomas
Thomas Lumley Assoc. Professor, Biostatistics
tlum...@u.washington.edu University of Washington, Seattle
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