[R] survey: estimating a covariance matrix

[David Winsemius]

"Daniel Oberski" <daniel.oberski at gmail.com> wrote in
news:817e25730801230506v3266a03fia82d7b22c5581153 at mail.gmail.com: 

> Hello
> 
> Does anybody happen to know if it is possible to use the survey
> package to estimate a covariance matrix from a complex survey?
> 
> I have design weights and clusters (no strata), and want to get a
> covariance matrix with preferably the effective sample size or else
> an estimate of the variance-covariance matrix of the covariance
> matrix ("asymptotic covariance matrix"). Is this possible?

Have you looked at Lumley's survey package?

<http://faculty.washington.edu/tlumley/survey/>

-- 
David Winsemius