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st: RE: RE: Re: Weighted number of observations


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: Re: Weighted number of observations
Date   Tue, 3 Aug 2004 16:51:16 +0100

This was not nuanced enough. -summarize- 
never displays the sum, which must be 
elicited by -return li-. -summarize- 
will display the sum of the weights
when asked to use aweights or iweights. 

Nick 
n.j.cox@durham.ac.uk 

Nick Cox
 
> This isn't a -tabstat- issue as such. -tabstat- 
> just passes the buck to -summarize-, which 
> behaves in the same way. 
> 
> The issue is delicate, but hinges, I surmise, 
> on this distinction. When -summarize- (e.g.) _uses_ 
> the sum of the weights, it rescales first. 
> As quoted, [U] 14.1.6 includes the expression 
> "when it uses them", which thus appears not 
> ornamental, but crucial. 
> 
> When -summarize- _displays_ the sum of the 
> weights, it displays the unscaled sum.
> 
> Nick 
> n.j.cox@durham.ac.uk 
> 
> Friedrich Huebler
>  
> > Dear Toyoto,
> > 
> > The auto data has 22 observations with foreign=1, not 50950. In [R]
> > tabstat we read: "aweights and fweights are allowed; see [U] 14.1.6
> > weight." [U] 14.1.6 states that most Stata commands rescale the
> > aweights to sum to N. However, -tabstat- does not rescale the
> > weights.  The fact that -tabstat- treats aweights the same way as
> > fweights is not clearly documented. One could also argue that this
> > behavior is inconsistent.
> > 
> > Friedrich Huebler
> > 
> > --- Toyoto Iwata <iwata@med.akita-u.ac.jp> wrote:
> > > Dear Friedrich Huebler
> > > 
> > > You wrote about
> > > 
> > > > . tabstat foreign [aw=weight], stat(sum)
> > > >
> > > > variable | sum
> > > > -------------+----------
> > > > foreign | 50950
> > > > ------------------------
> > > 
> > > Perhaps I miss the point, but,
> > > 
> > > .gen eachmean = foreign*weight
> > > 
> > > .gen sumeachmean = sum(eachmean)  /* I don't know the 
> mean of this.
> > > */
> > > 
> > > . list sumeachmean in l
> > > 
> > >      +----------+
> > >      | sumeac~n |
> > >      |----------|
> > >  74. |    50950 |
> > >      +----------+
> > > 
> > > This seems to agree with the definition of the aweight.
> > > 
> > > [Online help says,]
> > > 
> > > aweights, or analytic weights, are weights that are inversely 
> > > proportional to the variance of an observation; i.e., 
> > > the variance of the j-th observation is assumed to be 
> sigma^2/w_j, 
> > > where w_j are the weights.  
> > > Typically, the observations represent averages and the 
> weights are 
> > > the number of elements that gave rise to the average.  
> > > 
> > > 
> > > > The Stata User's Guide states in section 14.1.6: "For most Stata
> > > > commands, the recorded scale of aweights is irrelevant; Stata
> > > > internally rescales them to sum to N, the number of observations
> > > in
> > > > your data, when it uses them." It would be useful if the Stata
> > > > documentation could make clear which commands don't use aweights
> > > in this manner.
> > > > 
> 
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