I would appreciate any assistance on the calculation of the variance of a weighted mean. I am using SPSS which uses the sum of weights as the denominator for the calculation of variance. I feel that this gives an underestimate of the variance, given that, at the end of the day, the unweighted sample size is what really matters. I'm aware of the WinCross and Mentor approaches which sound reasonable but I do not have access to these packages.
Can anyone suggest any way of calculating such a variance of a weighted mean/proportion? I'd be extremely appreciative if anyone could share any SPSS or STATA syntax that does this, or possibly even an Excel template.
Thanks
Neville Calleja
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