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Re: st: Formula for weighted standard error

From   Stas Kolenikov <>
Subject   Re: st: Formula for weighted standard error
Date   Wed, 17 Nov 2010 13:42:27 -0600

On Wed, Nov 17, 2010 at 1:08 PM, Emre Ozaltin <> wrote:
> I am running the command
> "svy: mean"
> using pweights
> "svyset [pweight=X], psu(Y) strata(Z) singleunit(certainty)"
> Can anyone tell me the formula that STATA uses in calculating the
> standard error in this case (reported as "Linearized Std. Err.")

Two abbreviations come to mind: OMG and RTFM. The general formula is
in the manual, and so is the discussion of the singleton PSU options
(and how the variances are computed for those options), although you
might have to spend a minute or two locating it if it is not right
there in the entry for -svyset-.

Stas Kolenikov, also found at
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