Survey-weighted generalised linear models.
Fit a generalised linear model to data from a complex survey design, with inverse-probability weighting and design-based standard errors.
## S3 method for class 'survey.design'
svyglm(formula, design, subset=NULL,
family=stats::gaussian(),start=NULL, rescale=TRUE, ..., deff=FALSE,
influence=FALSE)
## S3 method for class 'svyrep.design'
svyglm(formula, design, subset=NULL,
family=stats::gaussian(),start=NULL, rescale=NULL, ..., rho=NULL,
return.replicates=FALSE, na.action,multicore=getOption("survey.multicore"))
## S3 method for class 'svyglm'
summary(object, correlation = FALSE, df.resid=NULL,
...)
## S3 method for class 'svyglm'
predict(object,newdata=NULL,total=NULL,
type=c("link","response","terms"),
se.fit=(type != "terms"),vcov=FALSE,...)
## S3 method for class 'svrepglm'
predict(object,newdata=NULL,total=NULL,
type=c("link","response","terms"),
se.fit=(type != "terms"),vcov=FALSE,
return.replicates=!is.null(object$replicates),...)formula |
Model formula |
design |
Survey design from |
subset |
Expression to select a subpopulation |
family |
|
start |
Starting values for the coefficients (needed for some uncommon link/family combinations) |
rescale |
Rescaling of weights, to improve numerical stability. The default
rescales weights to sum to the sample size. Use |
... |
Other arguments passed to |
rho |
For replicate BRR designs, to specify the parameter for
Fay's variance method, giving weights of |
return.replicates |
Return the replicates as the |
deff |
Estimate the design effects |
influence |
Return influence functions |
object |
A |
correlation |
Include the correlation matrix of parameters? |
na.action |
Handling of NAs |
multicore |
Use the |
df.resid |
Optional denominator degrees of freedom for Wald tests |
newdata |
new data frame for prediction |
total |
population size when predicting population total |
type |
linear predictor ( |
se.fit |
if |
vcov |
if |
For binomial and Poisson families use family=quasibinomial()
and family=quasipoisson() to avoid a warning about non-integer
numbers of successes. The ‘quasi’ versions of the family objects give
the same point estimates and standard errors and do not give the
warning.
If df.resid is not specified the df for the null model is
computed by degf and the residual df computed by
subtraction. This is recommended by Korn and Graubard and is correct
for PSU-level covariates but is potentially very conservative for
individual-level covariates. To get tests based on a Normal distribution
use df.resid=Inf, and to use number of PSUs-number of strata,
specify df.resid=degf(design).
Parallel processing with multicore=TRUE is helpful only for
fairly large data sets and on computers with sufficient memory. It may
be incompatible with GUIs, although the Mac Aqua GUI appears to be safe.
predict gives fitted values and sampling variability for specific new
values of covariates. When newdata are the population mean it
gives the regression estimator of the mean, and when newdata are
the population totals and total is specified it gives the
regression estimator of the population total. Regression estimators of
mean and total can also be obtained with calibrate.
svyglm returns an object of class svyglm. The
predict method returns an object of class svystat
svyglm always returns 'model-robust' standard errors; the
Horvitz-Thompson-type standard errors used everywhere in the survey
package are a generalisation of the model-robust 'sandwich' estimators.
In particular, a quasi-Poisson svyglm will return correct
standard errors for relative risk regression models.
This function does not return the same standard error estimates for the regression estimator of population mean and total as some textbooks, or SAS. However, it does give the same standard error estimator as estimating the mean or total with calibrated weights.
In particular, under simple random sampling with or without replacement
there is a simple rescaling of the mean squared residual to estimate the
mean squared error of the regression estimator. The standard error
estimate produced by predict.svyglm has very similar
(asymptotically identical) expected
value to the textbook estimate, and has the advantage of being
applicable when the supplied newdata are not the population mean
of the predictors. The difference is small when the sample size is large, but can be
appreciable for small samples.
You can obtain the other standard error estimator by calling
predict.svyglm with the covariates set to their estimated (rather
than true) population mean values.
Thomas Lumley
Lumley T, Scott A (2017) "Fitting Regression Models to Survey Data" Statistical Science 32: 265-278
glm, which is used to do most of the work.
regTermTest, for multiparameter tests
calibrate, for an alternative way to specify regression
estimators of population totals or means
svyttest for one-sample and two-sample t-tests.
data(api)
dstrat<-svydesign(id=~1,strata=~stype, weights=~pw, data=apistrat, fpc=~fpc)
dclus2<-svydesign(id=~dnum+snum, weights=~pw, data=apiclus2)
rstrat<-as.svrepdesign(dstrat)
rclus2<-as.svrepdesign(dclus2)
summary(svyglm(api00~ell+meals+mobility, design=dstrat))
summary(svyglm(api00~ell+meals+mobility, design=dclus2))
summary(svyglm(api00~ell+meals+mobility, design=rstrat))
summary(svyglm(api00~ell+meals+mobility, design=rclus2))
## use quasibinomial, quasipoisson to avoid warning messages
summary(svyglm(sch.wide~ell+meals+mobility, design=dstrat,
family=quasibinomial()))
## Compare regression and ratio estimation of totals
api.ratio <- svyratio(~api.stu,~enroll, design=dstrat)
pop<-data.frame(enroll=sum(apipop$enroll, na.rm=TRUE))
npop <- nrow(apipop)
predict(api.ratio, pop$enroll)
## regression estimator is less efficient
api.reg <- svyglm(api.stu~enroll, design=dstrat)
predict(api.reg, newdata=pop, total=npop)
## same as calibration estimator
svytotal(~api.stu, calibrate(dstrat, ~enroll, pop=c(npop, pop$enroll)))
## svyglm can also reproduce the ratio estimator
api.reg2 <- svyglm(api.stu~enroll-1, design=dstrat,
family=quasi(link="identity",var="mu"))
predict(api.reg2, newdata=pop, total=npop)
## higher efficiency by modelling variance better
api.reg3 <- svyglm(api.stu~enroll-1, design=dstrat,
family=quasi(link="identity",var="mu^3"))
predict(api.reg3, newdata=pop, total=npop)
## true value
sum(apipop$api.stu)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.