Thomas and David,

Thanks for your answers. The svyvar() function does the trick. It does not
provide a vcov() method for the variance-covariance matrix of these
estimates themselves. But I guess I can bootstrap them using
library(boot)...

Thanks again, daniel



On Jan 25, 2008 6:13 PM, Thomas Lumley <tlumley@u.washington.edu> wrote:

> 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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