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Re: st: Weighted Averages


From   Steven Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Weighted Averages
Date   Sun, 16 Jan 2011 15:46:03 -0500

---



Christopher:

The variance formula you present has little relation to the true formula, whether for sampling with or without replacement. See for example page 230 of Sharon Lohr. 2009. Sampling: Design and Analysis. Boston, MA: Cengage Brooks/Cole.

Steve

Steven J. Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
Voice: 845-246-0774
Fax:    206-202-4783

On Jan 15, 2011, at 8:02 PM, Christopher Steiner wrote:

Hello everyone:

I am computing some basic summary statistics with weighted means from
a weighted, but otherwise simple design survey.  When I use the
following commands:

svyset [pweight=weight2]
svy: reg fcost_1

I get a weighted average of "fcost_1" that matches my hand
calculation.  I also receive White "robust" standard errors, which is
fine.  However, when I do a hand calculation of regular standard
errors using the formula:

sigma^2 = [sum(weights*(x-xbar))/sum(weights)] * (N/N-1)

and then divide by sum(weights) to get the standard error, I often
receive *larger* standard errors than the robust estimate.  Is this a
function of the pweights?  Around 10% of the values are also missing,
so is it a function of this?  Or am I doing something incorrectly?

Thank so much,
Christopher Paul Steiner

--
Christopher Paul Steiner
Third Year Grad Student, Ph.D. Economics
University of California, San Diego
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