Skip to main content

The Unit-Weighted Mean - Because Size Matters

March 30, 2020

Eugene Canjels

Access this paper via SSRN:


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.


weighted_means.pdf (489.09 KB)
Return to Top