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From |
Steven Samuels <[email protected]> |

To |
[email protected] |

Subject |
Re: st: Weighted Averages |

Date |
Mon, 17 Jan 2011 11:04:16 -0500 |

Christopher:

(Estimated Population Variance)/(sum of weights)

Steve [email protected] On Jan 16, 2011, at 3:46 PM, Steven Samuels wrote: Christopher:

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/

**Follow-Ups**:**Re: st: Weighted Averages***From:*Christopher Steiner <[email protected]>

**References**:**st: Weighted Averages***From:*Christopher Steiner <[email protected]>

**Re: st: Weighted Averages***From:*Steven Samuels <[email protected]>

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