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Re: st: means compairison with weights and unequal variance


From   "Ariel Linden, DrPH" <ariel.linden@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: means compairison with weights and unequal variance
Date   Mon, 21 Nov 2011 13:45:01 -0500

Why not simply use -regress- and the weight generated in -cem- (cem_weights)
as the aweight with robust se? This is the approach suggested by the
authors. See:

Stefano M. Iacus, Gary King, and Giuseppe Porro, "Matching for Causal
Inference Without Balance Checking", copy at
<http://gking.harvard.edu/files/abs/cem-abs.shtml>

Ariel



Date: Sun, 20 Nov 2011 21:40:40 -0800
From: John Luke Gallup <jlgallup@pdx.edu>
Subject: Re: st: means compairison with weights and unequal variance

Barbro,

A simple alternative is to calculate the means and standard deviations for
each group using -summarize- with weights, and then run -ttesti ...,
unequal-:

sysuse auto, clear

sum mpg if foreign [aw=weight]
local N1 = r(N)
local av1 = r(mean)
local sd1 = r(sd)

sum mpg if !foreign [aw=weight]
local N2 = r(N)
local av2 = r(mean)
local sd2 = r(sd)

ttesti `N1' `av1' `sd1' `N2' `av2' `sd2', unequal

John

John Luke Gallup
Department of Economics
Portland State University

On Nov 20, 2011, at 2:13 AM, appoloniak wrote:

> 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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