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st: means compairison with weights and unequal variance


From   appoloniak <appoloniak@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: means compairison with weights and unequal variance
Date   Sun, 20 Nov 2011 11:13:00 +0100

Hello statslisters,

[caveat: sorry if this is a FAQ, but sometimes my imagination in
creating queries for use in the archives gives me nothing... and it is
more of a statistics that a Stata question, so please don't hit me too
hard ... ]

I have a dataset where I try to compare the means of a variable
between two groups (treated and untreated).
The data set used is a sample, drawn from the superpopulation by the
ado-package cem (Iaucus et al Coarsened enhanced mathing), and
subsequent estimations should be weighted.

This means that a standard t-test cannot be used, and I searched a bit
and found that <oneway> is an alternative with weighted data. However,
the groups have unequal variance which is a problem for <oneway> (at
least I think so, I know ANOVA mainly by name ...). I read one entry
that suggests that oneway is robust to  groupwise unequal  variance if
groupsize does not vary too much, but in my case they do (min
groupsize=2 max groupsize=1273)

ttest <outcome>, by(treatvar) unequal -> t = -2.43
oneway <outcome> <treatvar> [aweight=cem_weight] -> F=4.06

both bartlett's test for equality of variance,  a standard sdtest ,
and robvar suggest that I have unequal variance between groups.

Suggestion on alternatives would be greatly appreciated

/Barbro Widerstedt
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