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From |
Steve Samuels <sjsamuels@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: pweight + aweight, double weights |

Date |
Wed, 4 Aug 2010 17:14:05 -0400 |

I can see that the program is a little cryptic. To clarify: I applied- svy: ratio- to R = length_2/length_1 and got asymmetric confidence intervals for R by computing them on the log scale and transforming back. The rate that Jochen asked for is rate = (length_2 - length_1)/length_1 = R - 1, and that is what the -antilog-- program reports. "relc" meant "relative change", which seemed clear to me, at the time. Steve On Wed, Aug 4, 2010 at 1:37 PM, Steve Samuels <sjsamuels@gmail.com> wrote: > Jochen-- > If you do a probability weighted mean of the individual growth rates > for a time period (single year, first year to last year) and weight by > w = (initial value) x (probability weight), you would wind up with > the rate based on the probability-weighted aggregated sums. So Stas's > solution is exactly the solution you seek. Moreover, Stas's version > will provide the correct standard error, one appropriate for a ratio > estimate. > > You could also calculate the ratio estimate directly and get > asymmetric CI's, which are likely to be more accurate than the > symmetric intervals > > **************************CODE BEGINS************************** > capture program drop _all > program antilog > local lparm el(r(b),1,1) > local se sqrt(el(r(V),1,1)) > local bound invttail(e(df_r),.025)*`se' > local parm exp(`lparm') > > local ll exp(`lparm' - `bound') > local ul exp( `lparm' + `bound') > di "relc = " 100*( `parm'-1) " ll = " 100*(`ll'-1) " ul = " > 100*(`ul'-1) > end > > sysuse auto, clear > gen length_2 = displacement > rename length length_1 > svyset _n > svy: ratio length_2/length_1 > nlcom log(_b[_ratio_1]) > antilog > > ***************************CODE ENDS*************************** > > > Steve > ' > Steven Samuels > sjsamuels@gmail.com > 18 Cantine's Island > Saugerties NY 12477 > USA > Voice: 845-246-0774 > Fax: 206-202-4783 > > > > On Wed, Aug 4, 2010 at 11:43 AM, Stas Kolenikov <skolenik@gmail.com> wrote: >> Who knows. You might be able to get identical answers, but you'll >> spend more time trying to figure out the appropriate composition of >> weights trying to reproduce the answer from those -total- commands. >> >> On Wed, Aug 4, 2010 at 2:58 AM, Jochen Späth <jochen.spaeth@iaw.edu> wrote: >>> Hello Stas, >>> >>> thank you very much for your advice. I'm aware of the possibility of calculating the aggregate sums of investment for different subpopoluations using the pweight and calculating the aggregate (=aweighted) growth rates from the newly-generated data. I was just wondering whether there were a more "flexible" approach, such as, say multiplicating the two weight variables and use the result in a single -tabstat- or something like that. >> >> - > > On Tue, Aug 3, 2010 at 12:30 PM, Stas Kolenikov <skolenik@gmail.com> wrote: >> You would probably want to >> >> svyset PSU [pw=your weight], strata(strata) >> svy : total investment, over( year sector ) >> nlcom ([investment]_subpop_2 - [investment]_subpop_1)/[investment]_subpop_1 >> >> or whatever labels the -total- command is going to give to individual >> coefficients. >> >> On Tue, Aug 3, 2010 at 8:29 AM, Jochen Späth <jochen.spaeth@iaw.edu> wrote: >>> Dear Statalisters, >>> >>> I have a question about weights, especially about "double weights". >>> >>> I have micro-data on firms containing information about their investment behaviour (amounts) for several years. I then went on to calculate the firms' individual (discrete) growth rates of investment, i.e. >>> >>> rate_t = (inv_t - inv_t-1) / inv_t-1 >>> >>> and wish to use these individual growth rates to calculate average growth rates for, say, economic sectors. Thereby, I'd like to attach an aweight to the -tabstat-, -table- or other suitable command, such that firms with higher investments in t-1 contribute a higher share to the average growth rate. This is, of course, straightforward in Stata. >>> >>> However, since I have sampled data I need to attach to this operation also a pweight to get information for the population instead of the sample. >>> >>> Can I calculate the average growth rates from the individual ones or do I need to -collapse- or -table, replace- my data? It seems that -svyset- could be what I am looking for, but it seems rather complicated. Is there a way to avoid the -svyset- command and to go on with simple -tabstat- or alike instead? >>> >>> Best, >>> Jochen >>> > -- Steven Samuels sjsamuels@gmail.com 18 Cantine's Island Saugerties NY 12477 USA Voice: 845-246-0774 Fax: 206-202-4783 * * 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/

**Follow-Ups**:**AW: st: pweight + aweight, double weights***From:*Jochen Späth <jochen.spaeth@iaw.edu>

**References**:**st: pweight + aweight, double weights***From:*Jochen Späth <jochen.spaeth@iaw.edu>

**Re: st: pweight + aweight, double weights***From:*Stas Kolenikov <skolenik@gmail.com>

**AW: st: pweight + aweight, double weights***From:*Jochen Späth <jochen.spaeth@iaw.edu>

**Re: st: pweight + aweight, double weights***From:*Stas Kolenikov <skolenik@gmail.com>

**Re: st: pweight + aweight, double weights***From:*Steve Samuels <sjsamuels@gmail.com>

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