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Re: Clustered Standard Errors [message #22130 is a reply to message #22115]

Fri, 05 February 2021 09:32

Bridgette-DHS
Messages: 3189
Registered: February 2013

Senior Member

Following is a response from Senior DHS Stata Specialist, Tom Pullum:

Your Stata code, using "egen group", looks fine. The only way to include the stratum adjustment is with svyset.

I don't quite understand the role you want for "district". The purpose of svyset is to adjust for the design effect in multi-stage samples. For DHS data, the clusters are the Primary Sampling Units (PSUs). The strata are essentially subpopulations within which separate samples are drawn. The adjustments for clusters and strata work in opposite directions, but only affect the standard errors of the estimates. Districts are administrative units that usually have no direct role in the design of the sample.

However, you can conceptualize a multi-level analysis in which, say, respondents are level 1, clusters are level 2, and districts are level 3. The justification would be that individuals within the same district are more similar than individuals in different districts, and you have some district-level covariates. We encourage the use of spatial covariates, but at the finest level of aggregation, which would be the cluster rather than the district. Please clarify.

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[Message index]

		Clustered Standard Errors By: cbdolan on Thu, 25 February 2016 13:10
		Re: Clustered Standard Errors By: Bridgette-DHS on Wed, 02 March 2016 11:57
		Re: Clustered Standard Errors By: analyst_till on Wed, 03 February 2021 11:09
		Re: Clustered Standard Errors By: Bridgette-DHS on Fri, 05 February 2021 09:32
		Re: Clustered Standard Errors By: analyst_till on Fri, 05 February 2021 11:01
		Re: Clustered Standard Errors By: Bridgette-DHS on Mon, 08 February 2021 08:17
		Re: Clustered Standard Errors By: analyst_till on Tue, 09 February 2021 05:04
		Re: Clustered Standard Errors By: Bridgette-DHS on Tue, 09 February 2021 08:49
		Re: Clustered Standard Errors By: analyst_till on Tue, 09 February 2021 12:24
		Re: Clustered Standard Errors By: Bridgette-DHS on Wed, 17 February 2021 09:00
		Re: Clustered Standard Errors By: analyst_till on Mon, 22 February 2021 09:50
		Re: Clustered Standard Errors By: Bridgette-DHS on Tue, 23 February 2021 07:08
		Re: Clustered Standard Errors By: analyst_till on Tue, 23 February 2021 12:12
		Re: Clustered Standard Errors By: analyst_till on Wed, 24 February 2021 08:09
		Re: Clustered Standard Errors By: Bridgette-DHS on Wed, 24 February 2021 09:01
		Re: Clustered Standard Errors By: analyst_till on Wed, 24 February 2021 09:42
		Re: Clustered Standard Errors By: Bridgette-DHS on Wed, 24 February 2021 10:09
		Re: Clustered Standard Errors By: analyst_till on Wed, 24 February 2021 10:38
		Re: Clustered Standard Errors By: id709nvz on Thu, 24 March 2022 19:57
		Re: Clustered Standard Errors By: analyst_till on Sat, 26 March 2022 05:30
		Re: Clustered Standard Errors By: id709nvz on Thu, 01 September 2022 12:52

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