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st: lincom - how are standard errors calculated?


From   "Bell, Jacqueline S." <j.bell@abdn.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: lincom - how are standard errors calculated?
Date   Wed, 15 Oct 2008 11:13:58 +0100

Sorry about my previous mailing error.

What I wanted to say was:

I'm using lincom in conjunction with svy:mean and getting standard errors for the difference between 2 estimates that are smaller than the individual SEs. This doesn't seem right given that var(A-B) = varA+varB. Can someone tell me what is going on? I've copied output below for information.

Thanks, Jacqui

************************************************************************************************
. svy: mean place, over(bbp2)
(running mean on estimation sample)

Survey: Mean estimation

Number of strata =       1          Number of obs    =    3730
Number of PSUs   =     300          Population size  = 32934.4

    _subpop_1: bbp2 = pilot/pre
    _subpop_2: bbp2 = pilot/post
    _subpop_3: bbp2 = cont/pre
    _subpop_4: bbp2 = cont/post

--------------------------------------------------------------
             |             Linearized
        Over |       Mean   Std. Err.     [95% Conf. Interval]
-------------+------------------------------------------------
place        |
   _subpop_1 |   .6947447   .0385065      .6189665    .7705228
   _subpop_2 |    .724493   .0340564      .6574724    .7915137
   _subpop_3 |   .6506783   .0339434      .5838802    .7174765
   _subpop_4 |   .7212264   .0292276      .6637086    .7787442
--------------------------------------------------------------

. lincom [place]_subpop_2 - [place]_subpop_1

( 1) - [place]_subpop_1 + [place]_subpop_2 = 0

------------------------------------------------------------------------------
             |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
         (1) |   .0297484   .0240338     1.24   0.217    -.0175485    .0770453
------------------------------------------------------------------------------


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