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st: RE: -mean- with weights

From   "Steichen, Thomas J." <>
To   "''" <>
Subject   st: RE: -mean- with weights
Date   Mon, 10 Nov 2008 16:42:26 -0500

Look at your output... -mean- assumes frequency weights; -reg- assumes analytical weights when you say -[w=factor]-; they are not the same (use -[fw=factor]- or -[aw=factor]- and you should get similar results.

Thomas J. Steichen

-----Original Message-----
From: [] On Behalf Of Rodrigo Alfaro A.
Sent: Monday, November 10, 2008 4:31 PM
Subject: st: -mean- with weights



I found an weird outcome using -mean- with weights
(versions 9 and 10). I just one to know the average
with its SE. Using -mean- without weights I got the
same mean and SE as using -reg-. However, when I
used weights results are not same in terms of SE.

sysuse auto
set seed 1234
gen tmp=uniform()
gen factor=round(1/tmp,1)
mean price
mean price [w=factor]
reg price, nohead
reg price [w=factor], nohead

Thanks for your time,

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