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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 * * 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: means compairison with weights and unequal variance***From:*Barbro Widerstedt <appoloniak@gmail.com>

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