David Winsemius <[EMAIL PROTECTED]> wrote in news:[EMAIL PROTECTED]:
> "Daniel Oberski" <[EMAIL PROTECTED]> wrote in > news:[EMAIL PROTECTED]: > >> Hello >> >> Does anybody happen to know if it is possible to use the survey >> package to estimate a covariance matrix from a complex survey? >> >> I have design weights and clusters (no strata), and want to get a >> covariance matrix with preferably the effective sample size or else >> an estimate of the variance-covariance matrix of the covariance >> matrix ("asymptotic covariance matrix"). Is this possible? > > Have you looked at Lumley's survey package? > > <http://faculty.washington.edu/tlumley/survey/> > Or more specifically: <http://faculty.washington.edu/tlumley/survey/html/svyglm.html> predict() returns a variance-covariance matrix by default. My thought was that newdata equal to estimated means should yield the vcov that you desired. -- David Winsemius ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
