st: AW: Mean with confidence intervals for a collapsed data set

 From "Martin Weiss" To Subject st: AW: Mean with confidence intervals for a collapsed data set Date Fri, 24 Jul 2009 16:57:39 +0200

```<>

-ssc d parmest- by Roger Newson and -mean- (which does take -iweights-)
could be combined to achieve this, I think

*************
use http://www.stata-press.com/data/r11/psidextract.dta, clear
keep if id<50
//just a dopey xmpl weight
bys id: gen imweights=_n
mean lwage [iweight = imweights], over( id, nolabel)

capt ssc inst parmest
parmest, saving(myfile, replace)

u myfile, clear
keep parm estimate stderr min95 max95
l, noo sep(0)
*************

HTH
Martin

-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Johan Hellstrom
Gesendet: Freitag, 24. Juli 2009 16:42
An: statalist@hsphsun2.harvard.edu
Betreff: st: Mean with confidence intervals for a collapsed data set

Dear Statalisters,

For graphing purposes I want to aggregate a panel data set, from unit to
group level, to get a mean value for each group, each year. Nonetheless, I
would also like to have 95 %-confidence intervals (CI) around the calculated
mean. What is making things a bit complicated is that I need to use
(importance) weights when aggregating the data set.

One way of doing this is by using the 'statsby'-program together with the
'ci'-program, but this does not allows importance weights.

statsby mean=r(mean) upper=r(ub) lower=r(lb), saving("C:\....", replace)
by(group year): ci var

Can anyone suggest a solution to get mean values with confidence intervals
using importance weights in this particular case?

Best,
Johan Hellström

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```