Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Formula for weighted standard error
From
Stas Kolenikov <[email protected]>
To
[email protected]
Subject
Re: st: Formula for weighted standard error
Date
Wed, 17 Nov 2010 13:42:27 -0600
On Wed, Nov 17, 2010 at 1:08 PM, Emre Ozaltin <[email protected]> wrote:
> I am running the command
> "svy: mean"
>
> using pweights
>
> "svyset [pweight=X], psu(Y) strata(Z) singleunit(certainty)"
>
> Can anyone tell me the formula that STATA uses in calculating the
> standard error in this case (reported as "Linearized Std. Err.")
Two abbreviations come to mind: OMG and RTFM. The general formula is
in the manual, and so is the discussion of the singleton PSU options
(and how the variances are computed for those options), although you
might have to spend a minute or two locating it if it is not right
there in the entry for -svyset-.
--
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/