topic Re: PROC SURVEYREG: Find Grand Mean at certain value of X when you have fixed effects in model in Statistical Procedures

PROC SURVEYREG: Find Grand Mean at certain value of X when you have fixed effects in model

whs278 — Mon, 03 Aug 2020 21:18:51 GMT

Hi,

This is a stats/PROC SURVEYREG question related to fixed effects models.

I am using PROC SURVEYREG to estimate graduation rates. The model includes fixed effects for schools and a continuous running variable called RANK, which is a number that schools assign students based on their middle school GPA and test scores.

What I want to know is how do I calculate an estimated overall average graduation rate for a particular value of RANK. Currently, I know that intercept actually represents one of the school indicator variables that was dropped due to multicollinearity.

Here is an example of the code.

PROC SURVEYREG DATA = HAVE;
    CLASS SCHOOL;
    MODEL GRADUATION = SCHOOL + RANK / SOLUTION;
RUN:

What I want to know is, for example, what would be the overall average graduation rate for a given value of RANK such as RANK = 10.

Thanks for any help. Please let me know if there is any additional information I can provide.

Sincerely,

Bill

Re: PROC SURVEYREG: Find Grand Mean at certain value of X when you have fixed effects in model

ballardw — Mon, 03 Aug 2020 22:00:45 GMT

I am curious why you are using Surveyreg if you do not have a complex sample design. You don't show any of the sample design information that Surveyreg would expect to have for a complex design.

Re: PROC SURVEYREG: Find Grand Mean at certain value of X when you have fixed effects in model

whs278 — Tue, 04 Aug 2020 01:06:48 GMT

That is a good question. There is some weighting involved, and we are also clustering standard errors. In the previous example, I was trying to simplify the code a little bit, but the actual code looks more like this.

PROC SURVEYREG DATA = HAVE;
   CLUSTER DISTRICT;
   CLASS SCHOOL; 
   MODEL GRADUATION = SCHOOL RANK / SOLUTION;
   WEIGHT WEIGHTS;
RUN;

Re: PROC SURVEYREG: Find Grand Mean at certain value of X when you have fixed effects in model

SteveDenham — Tue, 04 Aug 2020 11:21:25 GMT

PROC SURVEYREG supports the LSMEANS statement.

Try adding this line to your code:

LSMEANS school / AT rank= <insert the given value of rank that interests you. You can have several LSMEANS statements each with a different rank value>;

This would give the marginal means at a given rank for each of the schools. Using an ODS OUTPUT statement you could get these into a dataset. From these, a weighted mean could be calculated using SURVEYMEANS with a BY statement. You may have to merge (or use SQL) to get the cluster variable DISTRICT on the marginal means dataset. In PROC SURVEYMEANS this would become a STRATA variable. I know this seems kind of round-about, but I don't see a way to obtain the higher level (overall) adjusted means staying with just SURVEYREG.

SteveDenham