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RE: st: means compairison with weights and unequal variance


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: means compairison with weights and unequal variance
Date   Wed, 23 Nov 2011 17:21:36 +0000

I use gmail myself, and don't get classified as spam. 

Not a good day for me, after being called twice a "prickly guy from Northern England" by that President guy from central Texas. 
Especially as I'm Welsh. 

Nick 
n.j.cox@durham.ac.uk 

Barbro Widerstedt

Sorry, I did not see your earlier answer  -- for some reason your
mails are archived as spam in gmail.

Thank you, I'll consider your answer. And try to de-spam you :)


On Tue, Nov 22, 2011 at 9:40 AM, Nick Cox <njcoxstata@gmail.com> wrote:
> See also the suggestions made earlier in the thread at
>
> http://stata.com/statalist/archive/2011-11/msg01010.html
>
> Nick
>
> On Tue, Nov 22, 2011 at 8:16 AM, Barbro Widerstedt <appoloniak@gmail.com> wrote:
>> Now I feel a bit stupid -- of course. It is what I do for other
>> outcomes, and the strategy should be as valid in this case... I'll
>> have a look and see if they give me the same conclusion at p<0.05
>>
>>
>>
>> On Mon, Nov 21, 2011 at 7:45 PM, Ariel Linden, DrPH
>> <ariel.linden@gmail.com> wrote:
>>> 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>
>>>

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