[R] survey: estimating a covariance matrix

Thomas Lumley tlumley at u.washington.edu
Fri Jan 25 18:13:11 CET 2008


On Wed, 23 Jan 2008, Daniel Oberski wrote:

> Hello
>
> Does anybody happen to know if it is possible to use the survey package to
> estimate a covariance matrix from a complex survey?

Yes. svyvar() in the survey package estimates a population covariance 
matrix.

It doesn't give standard errors for this estimate, though.

 	-thomas



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