[R] survey: estimating a covariance matrix
David Winsemius
dwinsemius at comcast.net
Wed Jan 23 17:00:43 CET 2008
David Winsemius <dwinsemius at comcast.net> wrote in
news:Xns9A2E679818E94dNOTwinscomcast at 80.91.229.13:
> "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/>
>
Or more specifically:
<http://faculty.washington.edu/tlumley/survey/html/svyglm.html>
predict() returns a variance-covariance matrix by default. My thought was
that newdata equal to estimated means should yield the vcov that you
desired.
--
David Winsemius
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