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Re: st: means compairison with weights and unequal variance

From   Nick Cox <>
Subject   Re: st: means compairison with weights and unequal variance
Date   Sun, 20 Nov 2011 11:02:25 +0000

You may be better off analysing your outcome variable on a transformed
scale, either directly or using a link function through -glm-. -glm-
can use aweights.

Note also the possibility of -regress outcome treatvar- with aweights.

You seem to be relying on significance test results to tell you about
basic characteristics of your data. Something like -dotplot outcome
treatvar- would be a useful supplement.


Barbro Widerstedt [edited to use Statalist conventions]

> I have a dataset where I try to compare the means of a variable
> between two groups (treated and untreated).
> The data set used is a sample, drawn from the superpopulation by the
> ado-package -cem- (Iaucus et al Coarsened enhanced matching), and
> subsequent estimations should be weighted.
> This means that a standard t-test cannot be used, and I searched a bit
> and found that -oneway- is an alternative with weighted data. However,
> the groups have unequal variance which is a problem for -oneway- (at
> least I think so, I know ANOVA mainly by name ...). I read one entry
> that suggests that -oneway- is robust to  groupwise unequal  variance if
> groupsize does not vary too much, but in my case they do (min
> groupsize=2 max groupsize=1273)
> ttest <outcome>, by(treatvar) unequal -> t = -2.43
> oneway <outcome> <treatvar> [aweight=cem_weight] -> F=4.06
> Both Bartlett's test for equality of variance,  a standard -sdtest- ,
> and -robvar- suggest that I have unequal variance between groups.
> Suggestions of alternatives would be greatly appreciated

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