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From |
"Aca N.T." <[email protected]> |

To |
[email protected] |

Subject |
Re: st: lincom - how are standard errors calculated? |

Date |
Wed, 15 Oct 2008 17:28:57 +0700 |

I think you missed the minus sign in the very first output. So no probs at all with var(A-B) = -varA + varB. Aca. On Wed, Oct 15, 2008 at 5:13 PM, Bell, Jacqueline S. <[email protected]> wrote: > Sorry about my previous mailing error. > > What I wanted to say was: > > I'm using lincom in conjunction with svy:mean and getting standard errors for the difference between 2 estimates that are smaller than the individual SEs. This doesn't seem right given that var(A-B) = varA+varB. Can someone tell me what is going on? I've copied output below for information. > > Thanks, Jacqui > > ************************************************************************************************ > . svy: mean place, over(bbp2) > (running mean on estimation sample) > > Survey: Mean estimation > > Number of strata = 1 Number of obs = 3730 > Number of PSUs = 300 Population size = 32934.4 > > _subpop_1: bbp2 = pilot/pre > _subpop_2: bbp2 = pilot/post > _subpop_3: bbp2 = cont/pre > _subpop_4: bbp2 = cont/post > > -------------------------------------------------------------- > | Linearized > Over | Mean Std. Err. [95% Conf. Interval] > -------------+------------------------------------------------ > place | > _subpop_1 | .6947447 .0385065 .6189665 .7705228 > _subpop_2 | .724493 .0340564 .6574724 .7915137 > _subpop_3 | .6506783 .0339434 .5838802 .7174765 > _subpop_4 | .7212264 .0292276 .6637086 .7787442 > -------------------------------------------------------------- > > . lincom [place]_subpop_2 - [place]_subpop_1 > > ( 1) - [place]_subpop_1 + [place]_subpop_2 = 0 > > ------------------------------------------------------------------------------ > | Coef. Std. Err. t P>|t| [95% Conf. Interval] > -------------+---------------------------------------------------------------- > (1) | .0297484 .0240338 1.24 0.217 -.0175485 .0770453 > ------------------------------------------------------------------------------ > > > The University of Aberdeen is a charity registered in Scotland, No SC013683. > > * > * 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/ > * * 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/

**References**:**st: lincom - how are standard errors calculated?***From:*"Bell, Jacqueline S." <[email protected]>

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