Survey Package TSL Covariances between Subgroup Estimates

tsl-covariance-example.r

library(survey)

# Get example data
data(api)
dclus1<-svydesign(id=~dnum, weights=~pw, data=apiclus1, fpc=~fpc)

# Estimate means by subpopulation
# Use `covmat = TRUE` to also estimate covariances
mns <- svyby(~api99, ~stype,
             dclus1,
             svymean,
             covmat=TRUE)

# View variance covariance estimates
vcov(mns)
# Estimate contrast
svycontrast(mns, c(E = 1, M = -1))