Constructing a summary index using the standardized inverse-covariance weighted average of indicators

• Benjamin Schwab ; Sarah Janzen ; Nicholas P. Magnan ; William M. Thompson ^[1]
  1. [1] Mercer University School of Medicine at the Medical Center of Central Georgia, Macon, Georgia
• Localización: The Stata journal, ISSN 1536-867X, Vol. 20, Nº. 4, 2020, págs. 952-964
• Idioma: inglés
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• Resumen

  • Researchers often want to examine the relationship between a variable of interest and multiple related outcomes. To avoid problems of inference that arise from testing multiple hypotheses, one can create a summary index of the outcomes. Summary indices facilitate generalizing findings and can be more powerful than individual tests. In this article, we introduce a command, swindex, that implements the generalized least-squares method of index construction proposed by Anderson (2008, Journal of the American Statistical Association 103: 1481–1495). We describe the command and its options and provide an example based on Blattman, Fiala, and Martinez’s (2014, Quarterly Journal of Economics 129: 697–752) evaluation of a cash transfer program in Uganda.