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st: Weighted Averages


From   Christopher Steiner <[email protected]>
To   [email protected]
Subject   st: Weighted Averages
Date   Sat, 15 Jan 2011 17:02:28 -0800

Hello everyone:

I am computing some basic summary statistics with weighted means from
a weighted, but otherwise simple design survey.  When I use the
following commands:

svyset [pweight=weight2]
svy: reg fcost_1

I get a weighted average of "fcost_1" that matches my hand
calculation.  I also receive White "robust" standard errors, which is
fine.  However, when I do a hand calculation of regular standard
errors using the formula:

sigma^2 = [sum(weights*(x-xbar))/sum(weights)] * (N/N-1)

and then divide by sum(weights) to get the standard error, I often
receive *larger* standard errors than the robust estimate.  Is this a
function of the pweights?  Around 10% of the values are also missing,
so is it a function of this?  Or am I doing something incorrectly?

Thank so much,
Christopher Paul Steiner

-- 
Christopher Paul Steiner
Third Year Grad Student, Ph.D. Economics
University of California, San Diego
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