Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Standard deviation with pweight or fweight


From   Alexandra Gecker <agecker@princeton.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Standard deviation with pweight or fweight
Date   Mon, 26 Mar 2012 20:29:32 -0400

Hi, all, I hope you are well.

I have a dataset in which each observation is a school i in a year t.
Each observation includes a dependent variable "y_it" and several
covariates "x_it" as well as information on the total school
enrollment.  In essence, I want to regress y_it on x1_it, x2_it, x3_it
-- but I want to do so weighting each school by the enrollment.  So at
first I thought I would use [fweight=school], but that created a huge
number of observations and therefore very "over-confident" p-values.

So now I have two questions:
(1) if I use fweight, can I ensure correct standard deviations and
p-values by using the option vce(cluster school)?  and (2) if not,
could I use pweight=p_it, where p_it is just the (enrollment in school
i in year t)/(total enrollment across all schools in year t)?

Thank you so much for your consideration.

Best,
Alex
*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index