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Re: st: ANOVAs and Probability Weights


From   Steve Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ANOVAs and Probability Weights
Date   Mon, 13 Feb 2012 17:45:06 -0500

ANOVA is equivalent to multiple regression on group indicators.

So -svyset- the data with the design information (clusters, strata, weights), and use -svy: reg-.

Note that hypothesis tests are not appropriate if you are interested in describing the particular finite population where the survey was done. For references, see: http://www.stata.com/statalist/archive/2011-09/msg01121.html.
Instead, you can assess differences in means with confidence intervals. In the descriptive setting, get  minimal standard errors by specifying the finite population correction, if non-negligible, in the -svyset- statement.
********************************************
sysuse auto, clear
recode rep78 1/2=3
rename turn psu
svyset psu [pw = weight], strata(foreign)
svy: mean mpg, over(rep78)
// no covariates:
xi: svy: reg mpg i.rep78  // F test
testparm _Irep78*         //same
test _Irep78_4 _Irep78_5 , mtest(sidak)

// with covariates:
xi: svy: reg mpg i.rep78 length
********************************************

Steve
sjsamuels@gmail.com

On Feb 12, 2012, at 8:58 PM, dstrike1@juno.com wrote:

Greetings Stata Aficionados!

I would like to do some group means tests with a survey data set which includes final and replicate weights.

Could someone please direct me as to how I might perform "weighted" ANOVAs with such a data set using Stata 10.

Kind regards,

Don Stryker



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