[Limdep Nlogit List] Weighted mean and standard deviation

Steven Yen syen at utk.edu
Thu May 21 08:31:50 EST 2009


Dear fellow Limdepers

Is there a way to calculate and save the weighted sample means and 
standard deviation with the "calc" command, the way "xbr" and "sdv" 
do for the unweighted mean and standard deviation? Or, is  there a 
way to do this with the matrix command?

In other words, can somebody help me finish the fourth line of code 
below? I need the weighted mean/sd in further calculation. Thank you.

dstat   ;rhs=m12 $
calc    ;list ;xb=xbr(m12) ;sd=sdv(m12) $

dstat   ;rhs=m12 ;wts=mweight $
?calc   ;list ;xbw=??? ;sdw=??? $


Output from the first three lines follow:

--> dstat   ;rhs=m12 $
Descriptive Statistics
All results based on nonmissing observations.
===============================================================================
Variable     Mean       Std.Dev.     Minimum      Maximum        Cases Missing
===============================================================================
------------------------------------------------------------------------------
All observations in current sample
------------------------------------------------------------------------------
M12     |  .304133E-01  .825750     -.967448      42.1079         3611       0
--> calc    ;list ;xb=xbr(m12) ;sd=sdv(m12) $
+------------------------------------+
| Listed Calculator Results          |
+------------------------------------+
  XB      =       .030413
  SD      =       .825750
Calculator: Computed   2 scalar results
--> dstat   ;rhs=m12 ;wts=mweight $
Descriptive Statistics
All results based on nonmissing observations.
===============================================================================
Variable     Mean       Std.Dev.     Minimum      Maximum        Cases Missing
===============================================================================
------------------------------------------------------------------------------
All observations in current sample
------------------------------------------------------------------------------
M12     |  .242638E-01  .747578     -.967448      42.1079         3611       0




Steven T. Yen
http://web.utk.edu/~syen/
Check out our postdoc opening at:
http://web.utk.edu/~syen/postdoc.html



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