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st: lincom - how are standard errors calculated?
Sorry about my previous mailing error.
What I wanted to say was:
I'm using lincom in conjunction with svy:mean and getting standard errors for the difference between 2 estimates that are smaller than the individual SEs. This doesn't seem right given that var(A-B) = varA+varB. Can someone tell me what is going on? I've copied output below for information.
Thanks, Jacqui
************************************************************************************************
. svy: mean place, over(bbp2)
(running mean on estimation sample)
Survey: Mean estimation
Number of strata = 1 Number of obs = 3730
Number of PSUs = 300 Population size = 32934.4
_subpop_1: bbp2 = pilot/pre
_subpop_2: bbp2 = pilot/post
_subpop_3: bbp2 = cont/pre
_subpop_4: bbp2 = cont/post
--------------------------------------------------------------
| Linearized
Over | Mean Std. Err. [95% Conf. Interval]
-------------+------------------------------------------------
place |
_subpop_1 | .6947447 .0385065 .6189665 .7705228
_subpop_2 | .724493 .0340564 .6574724 .7915137
_subpop_3 | .6506783 .0339434 .5838802 .7174765
_subpop_4 | .7212264 .0292276 .6637086 .7787442
--------------------------------------------------------------
. lincom [place]_subpop_2 - [place]_subpop_1
( 1) - [place]_subpop_1 + [place]_subpop_2 = 0
------------------------------------------------------------------------------
| Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
(1) | .0297484 .0240338 1.24 0.217 -.0175485 .0770453
------------------------------------------------------------------------------
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