svyquantile {survey}R Documentation

Quantiles for sample surveys

Description

Compute quantiles for data from complex surveys.

Usage

## S3 method for class 'survey.design':
svyquantile(x, design, quantiles, alpha=0.05, ci=FALSE, method = "linear", f = 1, interval.type=c("Wald","score"),...)
## S3 method for class 'svyrep.design':
svyquantile(x, design, quantiles, method =
"linear", f = 1, return.replicates=FALSE,...)
## S3 method for class 'svyquantile':
SE(object,...)

Arguments

x A formula, vector or matrix
design survey.design or svyrep.design object
quantiles Quantiles to estimate
method see approxfun
f see approxfun
ci Compute a confidence interval (relatively slow)?
alpha Level for confidence interval
interval.type See Details below
return.replicates Return the replicate means?
... arguments for future expansion
object Object returned by svyquantile.survey.design

Details

Interval estimation for quantiles is complicated, because the influence function is not continuous. Linearisation cannot be used, and only some replication weight designs give valid results.

For survey.design objects the computation is controlled by interval.type. If "Wald", a 95% Wald confidence interval is constructed for the proportion below the estimated quantile. The inverse of the estimated CDF is used to map this to a confidence interval for the quantile. This is the method of Woodruff (1952).

If interval.type="score" we use a method described by Binder (1991) and due originally to Francisco and Fuller (1986), which corresponds to inverting a robust score test. At the upper and lower limits of the confidence interval, a test of the null hypothesis that the cumulative distribution function is equal to the target quantile just rejects. This was the default before version 2.9 and should be more accurate, but is much slower.

Standard errors are computed from these confidence intervals by dividing the confidence interval length by 2*qnorm(alpha/2).

For replicate-weight designs, ordinary replication-based standard errors are computed. These are typically not valid for the JK1 and JKn jackknife designs. They are valid for BRR and Fay's method, and for some bootstrap-based designs.

Value

returns a list whose first component is the quantiles and second component is the confidence intervals. For replicate weight designs, returns an object of class svyrepstat.

Author(s)

Thomas Lumley

References

Binder DA (1991) Use of estimating functions for interval estimation from complex surveys. Proceedings of the ASA Survey Research Methods Section 1991: 34-42

Francisco CA, Fuller WA (1986) Estimation of the distribution function with a complex survey. Technical Report, Iowa State University.

Shao J, Tu D (1995) The Jackknife and Bootstrap. Springer.

Woodruff RS (1952) Confidence intervals for medians and other position measures. JASA 57, 622-627.

See Also

svydesign, svymean, as.svrepdesign, svrepdesign

Examples


  data(api)
  ## population
  quantile(apipop$api00,c(.25,.5,.75))

  ## one-stage cluster sample
  dclus1<-svydesign(id=~dnum, weights=~pw, data=apiclus1, fpc=~fpc)
  svyquantile(~api00, dclus1, c(.25,.5,.75),ci=TRUE)

  dclus1<-svydesign(id=~dnum, weights=~pw, data=apiclus1, fpc=~fpc)
  (qapi<-svyquantile(~api00, dclus1, c(.25,.5,.75),ci=TRUE, interval.type="score"))
  SE(qapi)

  #stratified sample
  dstrat<-svydesign(id=~1, strata=~stype, weights=~pw, data=apistrat, fpc=~fpc)
  svyquantile(~api00, dstrat, c(.25,.5,.75),ci=TRUE)

  # BRR method
  data(scd)
  repweights<-2*cbind(c(1,0,1,0,1,0), c(1,0,0,1,0,1), c(0,1,1,0,0,1),
              c(0,1,0,1,1,0))
  scdrep<-svrepdesign(data=scd, type="BRR", repweights=repweights)
  svyquantile(~arrests+alive, design=scdrep, quantile=0.5)

 

[Package survey version 3.0-1 Index]