Re: st: should estat sd reports same sd before and after clustering?

[Steve Samuels <sjsamuels@gmail.com>]

The Statalist FAQ request that you show both your code and results. As
you didn't, we have little idea of what you saw. I guess that your
-svyset- didn't specify a probability weight.

In that case, observations are equally weighted, and the estimated
population standard deviation *and* mean must be identical to the sample
versions, as given by -summarize-. Clustering, as you, noticed affects
only standard errors. The following shows that the sd and mean are
affected only by weighting  and not by clustering.


. sysuse auto, clear
. gen mkr = substr(make,1,2)

. svyset mkr
. svy: mean turn
. estat sd 
. sum turn

. svyset mkr [pw = price]
. svy: mean turn
. estat sd    
. sum turn [aw = price] 

Steve

On Jul 26, 2013, at 12:25 PM, Afia Tasneem wrote:

Dear all,

I am working on the analysis of a clustered randomized trial.

My standard errors change when I svyset the data to account for
clustering. However, the standard deviations after clustering with
svyset and using estat sd is the same as before clustering (also the
same as simply using: sum var). Should the sd remain unaffected with
changes in se due to clustering? Or is the command "estat sd" not the
right one to use to find standard deviations after clustering?

Thanks much,
Afia
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/