Sergiy Radyakin <[email protected]>:
With different N's you would divide by the product of the sqrt of N1
and N2 instead. My point was just to point out what you would need to
multiply rho if you wanted to keep rho for some reason. And yes, this
is all approximation--if X and Y were normal you might consult
http://www.jstor.org/stable/pdfplus/2334671.pdf
But the example does not seem to bear very well on your actual
application--are the X and Y two variables on the same survey with
different degrees of missingness? The approach given so far does not
seem the optimal solution in that case...
On Tue, Jan 13, 2009 at 11:35 AM, Sergiy Radyakin
<[email protected]> wrote:
> Dear All,
>
> thank you for your responses. Austin's solution to remove rho helped a
> lot, but I am a bit confused with the other alternative that he
> proposed, namely "keep the rho, but divide by N". What would N be in
> the case, where the mean of X is be computed on one domain, and mean
> of Y on another? (e.g. because of the missings). For example, X is
> income, and Y is family size, and I were interested in per capita
> income, but income was less often reported than family size. My
> observation is that Stata stops with error "no observations" in case
> when domains of X and Y do not overlap at all, but there is nothing in
> the formula that prevents me from computing (approx) moments of X/Y in
> this case. Should I restrict computations to the common domain where
> both X and Y are not missing for some reason?
>
> Alan, thank you for the comments regarding not existance of moments in
> case the the X and Y are N(0,s2). In my case the expectations of X and
> Y are guaranteed to be non-zero as they are the numbers of people with
> non-exotic characteristics (like attending primary school).
>
> Thank you,
> Sergiy Radyakin
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