Re: st: How to test for equality of variance in data with sampling weights

[Steven Samuels <ssamuels@albany.edu>]

Stas, I too use -nl- for this use.  It turns out to give an incorrect  
standard errors unless the income variable is first standardized by  
subtracting out the estimated mean or something close to it.  I'll  
send you privately the log which shows this. I already reported the  
issue as a bug to Stata.

Steve


On May 25, 2007, at 11:17 AM, Stas Kolenikov wrote:


> The substantive answer to your question would run as follows: the
> variance is a function of moments (the second moment minus the square
> of the first moment), so what you could do is
>
> gen income2 = income*income
> svy: mean income2 income, over(whatevergroup)
> * over groups
> nlcom [income2]1 - ([income]1)^2
> * between groups
> testnl ([income2]1 - ([income]1)^2 = [income2]2 - ([income]2)^2 )
>
> The syntax is very tentative of course -- you would need to fill in a
> lot of details. But you really need to take care of all the design
> features, as Steven insists.
>
> The World Bank should get a methodology division to be able to answer
> questions like that internally -- I was surprised that you guys don't
> have any.
>
> On 5/16/07, jmetzler@worldbank.org <jmetzler@worldbank.org> wrote:
> > Dear statalist users,
> >
> > I am faced with a problem for which I have not been able to find a  
> > solution yet,
> > neither in statalist archives nor through googling, (even though  
> > it does not
> > strike me as something extremely fancy that I am trying)
> >
> > I am working with household survey data, where the sample is not  
> > clustered, not
> > stratified, but has sampling weights. Ultimately, I would like to  
> > test the
> > equality of the variance of my labor wage variable
> > 1) for the whole sample and for specific subgroups (such as age  
> > groups) over
> > time
> > 2) for subgroups at the same point in time.
> >
> > I am aware of the command "robvar" but
> > a) it does not feature weights
> > b) I am wondering if it is statistically appropriate to pool my  
> > data for two
> > years and specify 'year' as the groupvar in the by() option.
> >
> > What would you advise me? Is there another command implemented?
> > Thank you very much in advance,
> >
> > Johannes
> >
> > *
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>
> --
> Stas Kolenikov
> http://stas.kolenikov.name
> *
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