A short introduction to the computation of standard errors for AF Measures

Gaston Yalonetzky

  • Computing the standard errors of averages in simple surveys.
  • Computing the asymptotic standard errors for ratios (like the average deprivation score (A)).
  • Asymptotic standard errors fro percentage changes over time (cross-sections and panel datasets).
  • Discussion of the importance of complex survey design for standard errors.

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Guide to video

00:00 Introduction to standard error and the two different types; statistical and analytical standard errors, here the analytical (sub population) approach is applied

10:45 Outline of the lecture

Part 1: The Formulas of Standard Error Computations in the AF method

12:57 Define and describe standard errors in general (sub-population approach)

17:04 Computing the standard errors of the censored headcount

24:15 Computing the asymptotic standard errors of the average deprivation score (Yalonetzky (2011))

33:17 Computing the standard errors for percentage change over time

35:16  Computations in cross section data

36:21 Computations in panel data

Part 2: The Importance of Survey Design for Standard Error Computations

39:17 Computing standard errors in complex surveys (Deaton (1997))

40:52 Define strata

43:08 Define cluster

45:48 Define sample weight

48:18 Explain the STATA command: SVY for computing standard errors

54:16 An example that shows that sample design is not a trivial matter (Lynn (2007))

59:40 Concluding remarks, comparing the sub and final population approach to standard errors.

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