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From |
Stas Kolenikov <skolenik@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: deriving a bootstrap estimate of a difference between two weighted regressions |

Date |
Mon, 2 Aug 2010 10:17:25 -0500 |

Then your standard errors won't be right, and you'd have to do something about it. Probably bootstrap :)) On Mon, Aug 2, 2010 at 9:45 AM, Steve Samuels <sjsamuels@gmail.com> wrote: > I didn't notice that the weights could be negative. Thanks for > catching that, Stas! Observations with negative pweights and aweights > will be excluded. You'll have to compute the weighted responses by > hand: weighted response = old response times weight, and use -reg- > or -egen- to get the difference in the means of the weighted > responses. -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: deriving a bootstrap estimate of a difference between two weighted regressions***From:*"Ariel Linden, DrPH" <ariel.linden@gmail.com>

**Re: st: deriving a bootstrap estimate of a difference between two weighted regressions***From:*Stas Kolenikov <skolenik@gmail.com>

**Re: st: deriving a bootstrap estimate of a difference between two weighted regressions***From:*Steve Samuels <sjsamuels@gmail.com>

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