I have a panel dataset of household characteristics (income, expenditure, asset ownership etc.) collected in different waves (30 waves in total). The survey data is stratified, with primary sampling units and post stratification weights provided.
The documentation of the survey package does not mention methods for specifying panel data. From other examples, I gather using the interaction function to specify the different waves would be a possible way.
survey_obj_1 <- svydesign(id=~PSU_ID, weights=~weight,
strata=~interaction(Stratum, Wave_No),
nest=TRUE, data=dataframe)
to specify that the weights are assigned for individual waves, rather than using
survey_obj_2 <- svydesign(id=~PSU_ID, weights=~weight, strata=~Stratum,
nest=TRUE, data=dataframe)
which does not specify the panel / temporal nature of data.
Would this be correct? Any advice or examples on using panel data survey objects would be welcome.
Both survey_obj_1 and survey_obj_2 successfully created objects. The estimates of the average parameters (like average income) was also same for both objects, but the standard errors in survey_obj_1 which considered the temporal nature of data was much lower than survey_obj_2