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

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Thu, 5 Aug 2010 09:23:15 -0400 |

Jochen, the totals you used in the -display- lines are different from those produced by the first -table- statement. When I use the latter, the results of the two methods are identical. Steve **************************CODE BEGINS************************** sysuse auto, clear gen double length_2 = displacement rename length length_1 rename trunk pwt * Look up the pweighted sums of length_1 and length_2 for foreign and domestic cars: table foreign [pw= pwt], c(sum length_1 sum length_2) di "Domestic: " (190108 - 153917)/153917 di " Foreign: " (28194 - 42450)/42450 * Look up the growth rates based on the aggregate sums of lenght_1 and length_2: * Do a pweighted mean of the individual growth rated with pw = inital value x pweight: gen double pwt2 = length_1*pwt cap drop rate gen double rate = (length_2 - length_1) / length_1 table foreign [pweight = pwt2], c(mean rate) ***************************CODE ENDS*************************** On Thu, Aug 5, 2010 at 4:40 AM, Jochen Späth <jochen.spaeth@iaw.edu> wrote: > 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/ > -- 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**:**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>

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

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