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Re: st: deriving a bootstrap estimate of a difference between two weighted regressions
From
Stas Kolenikov <[email protected]>
To
[email protected]
Subject
Re: st: deriving a bootstrap estimate of a difference between two weighted regressions
Date
Mon, 2 Aug 2010 10:17:25 -0500
Then your standard errors won't be right, and you'd have to do
something about it. Probably bootstrap :))
On Mon, Aug 2, 2010 at 9:45 AM, Steve Samuels <[email protected]> wrote:
> I didn't notice that the weights could be negative. Thanks for
> catching that, Stas! Observations with negative pweights and aweights
> will be excluded. You'll have to compute the weighted responses by
> hand: weighted response = old response times weight, and use -reg-
> or -egen- to get the difference in the means of the weighted
> responses.
--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
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