st: Using weights for Pearson correlations (statalist-digest V4 #2044)

[Paul Seed <paul.seed@kcl.ac.uk>]

Richard Williams <Richard.A.Williams.5@ND.edu> suggested the following code:
> <snip>


> . webuse nhanes2f.dta
>
> . version 8.2: svyset [pw=finalwgt], clear
> pweight is finalwgt
>
> . pwcorr female black height [aw=finalwgt], sig
>
>               |   female    black   height
> - -------------+---------------------------
>        female |   1.0000
>               |
>               |
>         black |   0.0157   1.0000
>               |   0.1102
>               |
>        height |  -0.7041  -0.0041   1.0000
>               |   0.0000   0.6800
>               |
>
> . corr_svy female black height, sig
>
> Survey Correlation
>
> pweight:  finalwgt
> Strata:   <one>
> PSU:      <observations>
>
> Number of observations: 10337
>
>               |      female       black      height
> - -------------+------------------------------------
>        female |      1.0000
>               |
>               |
>         black |      0.0157      1.0000
>               |      0.1741
>               |
>        height |     -0.7041     -0.0041      1.0000
>               |      0.0000      0.7185
> - --------------------------------------------------
> Key: Estimated Correlation
>       Significance Level
>
> Exact same correlation estimates, but different estimates of the
> significance levels.  It isn't obvious from these particular printouts, but
> in general specifying pweights produces the same results as specifying
> aweights and robust.
All very interesting and as I would expect, but why is version 8.32 of
svyset needed?  And why do the correlations change if I use
version 9?

. webuse nhanes2f.dta
. svyset [pw=finalwgt], clear

      pweight: finalwgt
          VCE: linearized
     Strata 1: <one>
         SU 1: <observations>
        FPC 1: <zero>

. corr_svy female black height, sig

Survey Correlation

pweight:  <none>
Strata:   <one>
PSU:      <observations>

Number of observations: 10337

             |      female       black      height
-------------+------------------------------------
      female |      1.0000
             |
             |
       black |      0.0099      1.0000
             |      0.3115
             |
      height |     -0.6987      0.0057      1.0000
             |      0.0000      0.5592
--------------------------------------------------
Key: Estimated Correlation
     Significance Level




> =========================
Paul T Seed
King's College London,
Division of Reproductive Health, Endocrinology and Development

St Thomas' Hospital,
Lambeth Palace Road,
London SE1 7EH

Funded by the Wellcome Trust & Tommy's the Baby Charity

(Paul.Seed@kcl.ac.uk)
tel   (+44) (0) 20 7188 3642
fax (+44) (0) 20 7620 1227



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