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Re: st: Testing whether two estimated survey means are statistically different


From   Nick Winter <nwinter@virginia.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Testing whether two estimated survey means are statistically different
Date   Thu, 20 Oct 2011 10:43:55 -0400

Ah yes, I stand corrected.

Nick

On 10/20/2011 10:39 AM, Austin Nichols wrote:
Nick--
The poster (Andrew Wade) has survey data, though.
In survey data, using a cluster-robust variance estimator, the two are
identical.

webuse nhanes2, clear
svy: reg bpsystol black, sformat(%7.6f)
qui svy: mean bpsystol, over(black)
lincom _b[1]-_b[0], sformat(%7.6f)


On Thu, Oct 20, 2011 at 10:00 AM, Nick Winter<nwinter@virginia.edu>  wrote:
There is a subtle difference between -svy: reg- and -svy: mean- followed by
-lincom-.  The former corresponds to a t-test with the assumption that the
variances in the two populations are equal; the latter corresponds (almost
exactly) to a t-test without that assumption.  The "almost exactly" is due
to a difference in calculation of degrees of freedom.

Leaving aside -svy-, we can see the slightly different standard errors:

sysuse auto
reg mpg foreign
ttest mpg, over(foreign)

mean: mpg, over(foreign)
lincom _b[Domestic]-_b[Foreign]
ttest mpg, over(foreign) unequal


- Nick Winter

On 10/20/2011 4:58 AM, Maarten Buis wrote:

On Wed, Oct 19, 2011 at 11:33 PM, Andrew Wade<awade@allenconsult.com.au>
  wrote:

Presumably the regression approach, where you have a single dummy for the
sub-population, will be identical (or near identical) to:
- estimating svy: mean with over command (ie. mean for sub-population,
and not in sub-population).
- lincom after svy: mean.

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