[R] Horvitz Thompson Variance

Tobias Verbeke tobias.verbeke at gmail.com
Sat Mar 3 11:51:33 CET 2007


Gen wrote:
> I am performing linear regression R and would like to incorporate sampling
> weights.  
>   

There is a survey package for the analysis of data from complex sample 
designs
of which svyglm might fit your purposes.

For the home page of the package (with lots of materials), see
http://faculty.washington.edu/tlumley/survey/

HTH,
Tobias

> Does any one know how to obtain Horvitz-Thompson variance estimates when
> performing linear regression?
> Thank you for your help.
>   

-- 

Tobias Verbeke - Consultant
Business & Decision Benelux
Rue de la révolution 8
1000 Brussels - BELGIUM

+32 499 36 33 15
tobias.verbeke at businessdecision.com



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