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From |
Jochen Späth <jochen.spaeth@iaw.edu> |

To |
<statalist@hsphsun2.harvard.edu> |

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

Date |
Thu, 5 Aug 2010 10:40:59 +0200 |

Hi Steve, thanks for your little program. What I do not understand is your statement that with a "probability weighted mean of the individual growth rates" I "would wind up with the rate based on the probability-weighted aggregated sums". Check out this: **************************CODE BEGINS************************** sysuse auto, clear gen length_2 = displacement rename length length_1 rename trunk pw * Look up the pweighted sums of length_1 and length_2 for foreign and domestic cars: table foreign [pw= pw], c(sum length_1 sum length_2) * Look up the growth rates based on the aggregate sums of lenght_1 and length_2: di "domestic:" (311319 - 270137 ) / 270137 di "foreign:" (155268 - 235051) / 235051 * Do a pweighted mean of the individual growth rated with pw = inital value x pweight: cap drop rate gen rate = (length_2 - length_1) / length_1 table foreign [pweight = length_1 * pw], c(mean rate) ***************************CODE ENDS*************************** Jochen > -----Ursprüngliche Nachricht----- > Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner- > statalist@hsphsun2.harvard.edu] Im Auftrag von Steve Samuels > Gesendet: Mittwoch, 4. August 2010 23:14 > An: statalist@hsphsun2.harvard.edu > Betreff: Re: st: pweight + aweight, double weights > > 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/ * * 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**:**Re: st: pweight + aweight, double weights***From:*Steve Samuels <sjsamuels@gmail.com>

**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>

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

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