Re: st: Weighted Averages

[Steven Samuels <sjsamuels@gmail.com>]

---



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
*
*   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/