Re: st: Testing whether two estimated survey means are statistically different

[Nick Winter <nwinter@virginia.edu>]

There is a subtle difference between -svy: reg- and -svy: mean- followed 
by -lincom-.  The former corresponds to a t-test with the assumption 
that the variances in the two populations are equal; the latter 
corresponds (almost exactly) to a t-test without that assumption.  The 
"almost exactly" is due to a difference in calculation of degrees of 
freedom.

Leaving aside -svy-, we can see the slightly different standard errors:

sysuse auto
reg mpg foreign
ttest mpg, over(foreign)

mean: mpg, over(foreign)
lincom _b[Domestic]-_b[Foreign]
ttest mpg, over(foreign) unequal


- Nick Winter

On 10/20/2011 4:58 AM, Maarten Buis wrote:
> On Wed, Oct 19, 2011 at 11:33 PM, Andrew Wade<awade@allenconsult.com.au>  wrote:
> > Presumably the regression approach, where you have a single dummy for the sub-population, will be identical (or near identical) to:
> > - estimating svy: mean with over command (ie. mean for sub-population, and not in sub-population).
> > - lincom after svy: mean.
> >
> > Or could the regression approach be applied, whereby you suppress the constant term?
> > Wouldn't this alternate regression approach be closer to what I'm after?
>
> In terms of coefficients, yes, but in terms of test, no. These two
> test are truely equivalent, meaning they contain exactly the same
> information and nothing is gained by chosing one over the other. Think
> of it this way: You can say Adam has 3 and Berta has 2 more (constant
> is 3 and the coefficient of Berta is 2) or you can say Adam has 3 and
> Berta has 5 (suppress the constant and add dummies for Adam and
> Berta). The two statements contain exactly the same information.
>
>   The only reason for prefering one over the other is ease of
> explanation. Sometimes we have hypotheses or traditions within a
> (sub-)discipline which would make it easier for your audience to
> understand one parameterization over the other.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
>
> http://www.maartenbuis.nl
> --------------------------
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