Re: st: Comparing weighted and unweighted distributions via Chi2 test

[Steven Samuels <sjsamuels@gmail.com>]

Thanks for the reference, Stas.

The article Stas refers can be downloaded from http://www.stat.cmu.edu/~brian/905-2008/papers/Pfeffermann-ISR-1993.pdf

The Hausman-inspired procedures test the hypothesis that the weights can be ignored. According to Pffermann, examining the differences between weighted and unweighted estimates can be very important; so a hypothesis test is not out of place.  Duru, the original poster, apparently wants to test the difference between estimates with original design weights and those with the same weights modified to correct for non-response.  That's a related, but different issue.  

The ad-hoc test I proposed *might* be valid for comparing means and proportions, but I don't know that it would be valid for comparing other statistics.

Steve


On Jun 9, 2011, at 10:56 AM, Stas Kolenikov wrote:

If you kind find this paper, it will be quite useful:
http://www.citeulike.org/user/ctacmo/article/1036965. Pfeffermann is
one of few statisticians who is aware of Hausman (1978) test that just
celebrated a third of a century... think about the time for good ideas
to diffuse from one discipline to another. This is the test that's
directly applicable to your case, but Stata is reluctant to run it
with weighted data, so you'd have to find ways to force it to perform
it.

On Wed, Jun 8, 2011 at 4:05 PM, Duru <duru80@gmail.com> wrote:
> Dear all,
> 
> In order to test if my nonresponse weights change my survey outcomes
> substantially, I want to conduct Chi2 tests or t-tests between
> weighted and unweighted distributions/means for a number of variables.
> Since, I dont know a practical way to do this on Stata, I have to
> insert weighted and unweighted frequency tables or calculate t-values
> manually from weighted and unweighted mean and variance estimates. Any
> ideas on how to do it more easily? (using Stata 10.1)
> 
> Best,
> 
> Duru
> 
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-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
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