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. <[email protected]> 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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