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Re: st: lincom - how are standard errors calculated?


From   "Aca N.T." <acant29@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: lincom - how are standard errors calculated?
Date   Wed, 15 Oct 2008 17:28:57 +0700

I think you missed the minus sign in the very first output. So no
probs at all with var(A-B) = -varA + varB.

Aca.

On Wed, Oct 15, 2008 at 5:13 PM, Bell, Jacqueline S. <j.bell@abdn.ac.uk> wrote:
> 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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