[R] Estimating the standard error when you have sampling weights.

[Peter Dalgaard]

David Winsemius wrote:
> I am having difficulty thinking that you cannot find general material by
> doing a Google search, but can tell you from memory that the US National
> Center for Health Statistics publishes on the WWW quite a bit of
> information about their survey methods.
> 
> For an R-centric answer: Have you looked at the survey package that
> Lumley created?
> 
> Doing  help.search("sampling") I also see that wtd.mean is available in
> Harrell's Hmisc. The help page for that function also has useful links.


However, be very careful to note that there are

- frequency weights ("I have n of these")
- variance weights ("This is (like) the average of n obs")
- sampling weights ("In reality, there are n times more of these")

and the formula for the weighted mean may be the same, but those of the
SD or the SEM are quite different.

-pd


> 
> --David Winsemius
> 
> On Nov 24, 2008, at 3:34 PM, Robert Wilkins wrote:
> 
>> Hi,
>>
>> Where can I find information ( freely available on the Internet , and
>> also
>> books or other sources ) on how having sampling weights changes the
>> calculation of the standard error (of means and proportions)?
>>
>> How good is R for this type of procedure? And SAS?
>>
>> thanks
>>
>> Robert
>>
>>     [[alternative HTML version deleted]]
>>
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> 
> ______________________________________________
> R-help at r-project.org mailing list
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