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The Unit-Weighted Mean - Because Size Matters

March 30, 2020

Eugene Canjels

Access this paper via SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3565305

Abstract:

The unit-weighted mean is of frequent interest to applied researchers in a wide range of fields. Despite this interest, there is a lack of easily accessible theoretical statistical literature that shows its statistical properties. This paper provides the asymptotic distribution of the unit-weighted mean and a formula to calculate asymptotically valid standard errors. I show that numerically identical results can be obtained using a novel regression approach.

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