In addition to other comments, see
FAQ . . Calculating variables containing weighted group summary statistics
. . . . . . . . . . . . . . . . . . . . . N. J. Cox and S. P. Jenkins
1/03 I want to calculate a variable containing weighted
group summary statistics, but I do not want to
collapse the data and egen does not support weights.
How can I do this?
http://www.stata.com/support/faqs/data/weighted.html
Nick
[email protected]
David Harrison
> It is fairly simple to write a new subcommand for -egen- to do a
> weighted mean...
>
> *! DAH 1.0.0 13feb2006
> program _gwmean
> version 8
> gettoken type 0 : 0
> gettoken vn 0 : 0
> gettoken eqs 0 : 0
> syntax varname(numeric) [if] [in] , Wvar(varname) [ BY(varlist) ]
> quietly {
> marksample touse
> bysort `touse' `by': gen `type' `vn' =
> sum(`wvar'*`varlist')/sum(`wvar'*!missing(`varlist')) if `touse'==1
> by `touse' `by': replace `vn' = `vn'[_N]
> }
> end
>
> If you save the above as _gwmean.ado (in your ado path), then you will
> have access to a new egen subcommand -wmean()-. The compulsory option
> -wvar()- specifies the variable of weights.
Lenna Nepomnyaschy
> I just downloaded the ado file binsm, which allows you to graph mean
> values (or other values) of yvar on bins of xvar. But, I need to use
> weights. Does anyone have another way to do this that allow weights?
> the binsm command does not.
>
> Alternatively, does anyone know how to create a variable with weighted
> means across various groups. the command
>
> egen newvar=mean(oldvar), by(group)
> does not allow weights.
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