From: Tom La Bone <labone_at_gforcecable.com>

Date: Fri, 01 Jun 2007 07:00:47 -0400

But for computation purposes, wtd.var uses another definition which considers the weights as repeats instead of true weights. However if the weights are normalized (sum to one) to two formulas are equal. If you consider weights as real weights instead of repeats, I would recommend to use this option.

With normwt=T, your issue is solved:

Date: Fri, 01 Jun 2007 07:00:47 -0400

Thanks. I have another related question:

-----Original Message-----

From: jiho [mailto:jo.irisson_at_gmail.com]
Sent: Friday, June 01, 2007 2:17 AM

To: labone_at_gforcecable.com; R-help

Subject: Re: [R] Problem with Weighted Variance in Hmisc

On 2007-June-01 , at 01:03 , Tom La Bone wrote:

> The function wtd.var(x,w) in Hmisc calculates the weighted variance > of x > where w are the weights. It appears to me that wtd.var(x,w) = var > (x) if all > of the weights are equal, but this does not appear to be the case. Can > someone point out to me where I am going wrong here? Thanks. The true formula of weighted variance is this one: http://www.itl.nist.gov/div898/software/dataplot/refman2/ch2/weighvar.pdf

But for computation purposes, wtd.var uses another definition which considers the weights as repeats instead of true weights. However if the weights are normalized (sum to one) to two formulas are equal. If you consider weights as real weights instead of repeats, I would recommend to use this option.

With normwt=T, your issue is solved:

> a=1:10

* > b=a
** > b[]=2
** > b
*

[1] 2 2 2 2 2 2 2 2 2 2

> wtd.var(a,b)

[1] 8.68421

# all weights equal 2 <=> there are two repeats of each element of a

> var(c(a,a))

[1] 8.68421

> wtd.var(a,b,normwt=T)

[1] 9.166667

> var(a)

[1] 9.166667

Cheers,

JiHO

--- http://jo.irisson.free.fr/ ______________________________________________ R-help_at_stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.Received on Fri 01 Jun 2007 - 11:22:56 GMT

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