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Re: st: weigths


From   Stas Kolenikov <skolenik@email.unc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: weigths
Date   Tue, 3 Aug 2004 15:58:03 -0400 (EDT)

> My dependent variable is the mortality rate. Since the variance of
> ln(d/p)
>  is inversely proportional to p (population), this implies
> heteroskedasticity. To correct for it, observations should be weighted
> by the square root of the denominator of the mortality rate, i.e.,
>  population. In Stata,   i am using
>
>  xi: regress y x1 x2 i.country i.year [w=1/pop],
>  Is that correct? I might also use the robust option

I can see why the variance of d/p is inversely proportional to the
population size, but I suspect that if it is a constant coefficient of
variation variable, then after taking logs the variances would get
stabilized. What am I missing?

 ---                                    Stas Kolenikov
 --       Ph.D. student in Statistics at UNC-Chapel Hill
 - http://www.komkon.org/~tacik/  -- Stas.Kolenikov@unc.edu

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