Advanced Search
MyIDEAS: Login to save this paper or follow this series

Regression diagnostics for survey data

Contents:

Author Info

  • Rick Valliant

    ()
    (University of Maryland)

Registered author(s):

    Abstract

    Diagnostics for linear regression models are included as options in Stata and many other statistical packages and are now readily available to analysts. However, these tools are generally aimed at ordinary or weighted least-squares regression and do not account for stratification, clustering, and survey weights that are features of datasets collected in complex sample surveys. The ordinary least-squares diagnostics can mislead users because the variances of model parameter estimates will usually be estimated incorrectly by the standard procedures. The variance or standard-error estimates are an intimate part of many diagnostics. In this presentation, I summarize research that has been done to extend some of the existing diagnostics to complex survey data. Among the linear regression techniques I cover are leverages, DFBETAS, DFFITS, the forward search method for identifying influential points, and collinearity diagnostics, like variance inflation factors and variance decompositions.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://repec.org/dcon09/dc09_valliant.pdf
    Download Restriction: no

    Bibliographic Info

    Paper provided by Stata Users Group in its series DC09 Stata Conference with number 15.

    as in new window
    Length:
    Date of creation: 11 Aug 2009
    Date of revision:
    Handle: RePEc:boc:dcon09:15

    Contact details of provider:
    Web page: http://www.stata.com/meeting/dcconf09/
    More information through EDIRC

    Related research

    Keywords:

    This paper has been announced in the following NEP Reports:

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:boc:dcon09:15. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.