Might take some time to put together a dataset. But this is why I conclude the variance estimates are wrong: 1) I run the estimation twice, the only difference is that I use (ref=first) on the class statement. The class variable YOB has two categories (after formatting). I get the output shown below which shows different F values of the YOB variable. This shouldn't change just because you change the reference value. 2) This dataset has both replicate weights and survey design information. They usually give very similar results. In this case, using ref=first does not change the Taylor series estimates (except for the obvious reparameterisation) but does dramatically change the jackknife estimates. proc format;
value yob10ybb 1905-1914 = "1905-14" 1915-1924 = "1915-24" 1925-1934 = "1925-34" 1935-1944 = "1935-44" 1945-1954 = "1945-54"
1955-1964 = "1955-64" 1965-1974 = "1965-74" 1975-1984 = "1975-84" 1985-1994 = "1985-94"
;
run;
title "(Apparently) correct estimates";
proc surveyreg data=hildadem.srprob plots=none ;
class yob ;
format yob yob10ybb.;
weight _hhwtrp;
repweights _rwrp1--_rwrp45;
model single = yob /solution ;
run;
title "Estimates with different reference category. Note different F for YOB";
proc surveyreg data=hildadem.srprob plots=none ;
class yob (ref=first);
format yob yob10ybb.;
weight _hhwtrp;
repweights _rwrp1--_rwrp45;
model single = yob /solution ;
run; (Apparently) correct estimates 14:55 Friday, September 30, 2016 1
The SURVEYREG Procedure
Regression Analysis for Dependent Variable Single
Data Summary
Number of Observations 7076
Sum of Weights 7947616.5
Weighted Mean of Single 0.17554
Weighted Sum of Single 1395160.1
Fit Statistics
R-Square 0.003363
Root MSE 0.3798
Denominator DF 45
Variance Estimation
Method Jackknife
Replicate Weights SRPROB
Number of Replicates 45
Class Level Information
CLASS
Variable Levels Values
YOB 2 1935-44 1945-54
Tests of Model Effects
Effect Num DF F Value Pr > F
Model 1 4.90 0.0319
Intercept 1 378.78 <.0001
(Apparently) correct estimates 14:55 Friday, September 30, 2016 2
The SURVEYREG Procedure
Regression Analysis for Dependent Variable Single
Tests of Model Effects
Effect Num DF F Value Pr > F
YOB 1 4.90 0.0319
NOTE: The denominator degrees of freedom for the F tests is 45.
Estimated Regression Coefficients
Standard
Parameter Estimate Error t Value Pr > |t|
Intercept 0.1942445 0.01116659 17.40 <.0001
YOB 1935-44 -0.0447309 0.02020202 -2.21 0.0319
YOB 1945-54 0.0000000 0.00000000 . .
NOTE: The degrees of freedom for the t tests is 45.
Matrix X'WX is singular and a generalized inverse was used to solve the normal equations. Estimates are not unique.
************************** Problematic results below ***************************************** Estimates with different reference category. Note different F for YOB 3
14:55 Friday, September 30, 2016
The SURVEYREG Procedure
Regression Analysis for Dependent Variable Single
Data Summary
Number of Observations 7076
Sum of Weights 7947616.5
Weighted Mean of Single 0.17554
Weighted Sum of Single 1395160.1
Fit Statistics
R-Square 0.003363
Root MSE 0.3798
Denominator DF 45
Variance Estimation
Method Jackknife
Replicate Weights SRPROB
Number of Replicates 45
Class Level Information
CLASS
Variable Levels Values
YOB 2 1945-54 1935-44
Estimates with different reference category. Note different F for YOB 4
14:55 Friday, September 30, 2016
The SURVEYREG Procedure
Regression Analysis for Dependent Variable Single
Tests of Model Effects
Effect Num DF F Value Pr > F
Model 1 0.01 0.9402
Intercept 1 378.78 <.0001
YOB 1 0.01 0.9402
NOTE: The denominator degrees of freedom for the F tests is 45.
Estimated Regression Coefficients
Standard
Parameter Estimate Error t Value Pr > |t|
Intercept 0.14951351 0.29650288 0.50 0.6165
YOB 1945-54 0.04473095 0.59317890 0.08 0.9402
YOB 1935-44 0.00000000 0.00000000 . .
NOTE: The degrees of freedom for the t tests is 45.
Matrix X'WX is singular and a generalized inverse was used to solve the normal equations. Estimates are not unique.
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