Re: st: RE: Why can't I egen means with pweights?

[n j cox <n.j.cox@durham.ac.uk>]

Nick Winter wrote:

> I don't think there is a preprogrammed thing for this (although Nick Cox
> may prove me wrong), but you can do this yourself fairly easily:
>
> 	. sort month
> 	. by month: gen ET = sum(varname*wgt) / sum(wgt)
> 	. by month: replace ET=ET[_N]
>
> Remembering that the weighted mean is simply the sum of the (variable
> times the weight) divided by the sum of the weights.  The second line
> creates the "running" mean within month, the third line replaces the
> weighted mean for all observations with the final one for each month,
> which is the overall weightd mean for the month.
This code is better than mine. I was starting from an FAQ with which
I am familiar, not a good strategy compared with looking at the
problem directly.

David Kantor has a weighted mean -egen- function on SSC.

However, will any of this code treating pweights properly?

Nick
n.j.cox@durham.ac.uk



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