weighted standard deviation

[Stan Peterburgsky]

Good afternoon,

I am trying to compute weighted average and weighted standard deviation:

. collapse (mean) portret  (sd) weighted_sd =portret [iweight= weight16 ], by(year month day)

. count
  5,649

. count if portret==.
  0

. count if weighted_sd ==.
  3,590

The weighted average seems fine, but the weighted standard deviation is missing in most cases (even though the weights exist, and there is a minimum of 2 observations per year-month-day). Could someone please help identify the problem?

Thank you,
Stan

[Tiago Pereira]

Hi, Stan.

Without an example of your data, it will be hard to check the issue.

[Stan Peterburgsky]

I think the problem was that I used iweight instead of aweight. I'm getting sensible results with the latter.