Mean with SE

[Nanco Bonnevieri]

Hi,
V1 is outcome. First code below gives me 'mean with std. error (SE)' for each group.
Does the second code take clustering into account and return correct SE for each group?

mixed V1 [pweight=weight] || GroupingVariable: , pwscale(size) variance ml

mean V1 [pweight=weight], over(GroupingVariable)

[Carlo Lazzaro]

Nanco:
I think you should use the -vce(cluster clusterid)-option:

. sysuse auto.dta
(1978 automobile data)

. mean price, over(foreign)

Mean estimation                                Number of obs = 74

-----------------------------------------------------------------
                |       Mean   Std. err.     [95% conf. interval]
----------------+------------------------------------------------
c.price@foreign |
      Domestic  |   6072.423   429.4911      5216.449    6928.398
       Foreign  |   6384.682   558.9942      5270.608    7498.756
-----------------------------------------------------------------


. mean price, vce(cluster foreign) over(foreign)

Mean estimation                                Number of obs = 74

                   (Std. err. adjusted for 2 clusters in foreign)
-----------------------------------------------------------------
                |               Robust
                |       Mean   std. err.     [95% conf. interval]
----------------+------------------------------------------------
c.price@foreign |
      Domestic  |   6072.423   2.13e-14      6072.423    6072.423
       Foreign  |   6384.682   2.84e-14      6384.682    6384.682
-----------------------------------------------------------------

. mean price [pweight= turn], over(foreign)

Mean estimation                                Number of obs = 74

-----------------------------------------------------------------
                |       Mean   Std. err.     [95% conf. interval]
----------------+------------------------------------------------
c.price@foreign |
      Domestic  |   6198.785     450.76      5300.422    7097.149
       Foreign  |    6448.99   564.4797      5323.983    7573.996
-----------------------------------------------------------------

.

In addition, invoking the -vce(cluster clusterid)- option with less than 30 clusters gives back totally unreliable standard errors.