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Re: st: means compairison with weights and unequal variance


From   Barbro Widerstedt <[email protected]>
To   [email protected]
Subject   Re: st: means compairison with weights and unequal variance
Date   Mon, 21 Nov 2011 09:11:05 +0100

Thanks John,
Now I just have to _understand_ why that is better :).




On Mon, Nov 21, 2011 at 6:40 AM, John Luke Gallup <[email protected]> wrote:
> Barbro,
>
> A simple alternative is to calculate the means and standard deviations for each group using -summarize- with weights, and then run -ttesti ..., unequal-:
>
> sysuse auto, clear
>
> sum mpg if foreign [aw=weight]
> local N1 = r(N)
> local av1 = r(mean)
> local sd1 = r(sd)
>
> sum mpg if !foreign [aw=weight]
> local N2 = r(N)
> local av2 = r(mean)
> local sd2 = r(sd)
>
> ttesti `N1' `av1' `sd1' `N2' `av2' `sd2', unequal
>
> John
>
> John Luke Gallup
> Department of Economics
> Portland State University
>
> On Nov 20, 2011, at 2:13 AM, appoloniak wrote:
>
>> Hello statslisters,
>>
>> [caveat: sorry if this is a FAQ, but sometimes my imagination in
>> creating queries for use in the archives gives me nothing... and it is
>> more of a statistics that a Stata question, so please don't hit me too
>> hard ... ]
>>
>> 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 mathing), 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.
>>
>> Suggestion on alternatives would be greatly appreciated
>>
>> /Barbro Widerstedt
>> *
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>
>
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