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Using Stata for subpopulation analysis of complex sample survey data

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  • Brady West

    () (University of Michigan)

Abstract

In this presentation, I provide an overview of important considerations that analysts of large public-use survey datasets must keep in mind when attempting to make inferences for finite subpopulations of research interest. I will discuss several examples of possible subpopulation analysis approaches that analysts could take using the Stata svy: commands, and I will emphasize the implications of each approach for making inferences. Participants will have time for a question-and-answer session building upon the examples.

Suggested Citation

  • Brady West, 2009. "Using Stata for subpopulation analysis of complex sample survey data," DC09 Stata Conference 16, Stata Users Group.
  • Handle: RePEc:boc:dcon09:16
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    1. Bollerslev, Tim & Engle, Robert F & Wooldridge, Jeffrey M, 1988. "A Capital Asset Pricing Model with Time-Varying Covariances," Journal of Political Economy, University of Chicago Press, vol. 96(1), pages 116-131, February.
    2. Silvennoinen, Annastiina & Teräsvirta, Timo, 2007. "Multivariate GARCH models," SSE/EFI Working Paper Series in Economics and Finance 669, Stockholm School of Economics, revised 18 Jan 2008.
    3. Sébastien Laurent & Luc Bauwens & Jeroen V. K. Rombouts, 2006. "Multivariate GARCH models: a survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 79-109.
    4. James H. Stock & Mark W. Watson, 1989. "New Indexes of Coincident and Leading Economic Indicators," NBER Chapters,in: NBER Macroeconomics Annual 1989, Volume 4, pages 351-409 National Bureau of Economic Research, Inc.
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