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


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: lincom - how are standard errors calculated?
Date   Wed, 15 Oct 2008 11:37:33 +0100 (BST)

--- "Bell, Jacqueline S." <[email protected]> wrote:
> 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? 

That is because var(A-B) = var(A) + var(B) - 2cov(A,B) . 

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room N515

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


      
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