[R] correct standard errors (heteroskedasticity) using survey design

jour4life jour4life at gmail.com
Mon Apr 16 01:36:08 CEST 2012


Hello all,

I'm hoping someone can help  clarify how the survey design method works in
R. I currently have a data set that utilized a complex survey design. The
only thing is that only the weight is provided. Thus, I constructed my
survey design as:

svdes<-svydesign(id=~1, weights=~weightvar, data=dataset)

Then, I want to run an OLS model, so:

fitsurv<-svyglm(y~x1+x2+x3...xk, design=svdes, data=dataset)

But, I want to check if there is evidence of heteroskedasticity. If so, how
would I correct the standard errors? Can the "sandwich" library do this? Are
the standard errors already adjusted. How else can I verify if
heteroskedasticity is still present? Can I still use the bptest()?

I read  an earlier post where someone used a dataset example entitled
"banco." But, her dataset included strata and cluster variables. Someone
responded that the "sandwich" library already adjusted for clustering. In my
situation, however, I only have a weight variable. 

I hope someone can clarify this problem for me.

Thanks,

Carlos

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