Re: weighted variance comparisons



On Aug 30, 4:49 am, chris <hunte...@xxxxxxxxxxxxxxx> wrote:
Thanks for all your comments. I have solved my immediate program by
putting the raw data into Access using it to overcome the limitations
of Excel regarding maximum number of records.

I have been able to calculate the weighted variances using the formula
you gave and checked it with using weights of 1 so I am happy with my
results.

The methodology was a bit clunky but it worked. Now that I have
finished this project and have some time, I will investigate R, it
sounds worthwhile.

I am still unsure of how to treat frequency data. The formula given by
peterp does not seem to me to take any account of the variance of the
data within each weighting bin. ie the variance of the data for the
6.25 samples could be quite different from the variance of the data
within the 12.5 bin. How is this taken into account?

Thanks again
Chris

Unless you know what the variance within each bin is, you cannot
recover that information from the between bin variability. The total
variability in the values can be decomposed into the within-bin and
the between-bin variance. This is the same idea as in the analysis of
variance. So, to calculate the total variance, you not only need the
mean of each bin, but also the amount of variance within each bin.

m00es

.



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