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st: Testing equality of means with correlated samples?


From   Berk Sensoy <berksensoy@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Testing equality of means with correlated samples?
Date   Wed, 27 Apr 2005 09:45:32 -0500

Hi,

I would like to test whether the mean of variable A is equal to that
of variable B.  Observations are correlated, however.  The
observations of A are all potentially correlated with each other, and
the same is true for B.  There is no correlation between A and B.

Because of this structure, I believe the standard t-test for equality
of means will give a p-value that is way too low, because it assumes
the samples are distributed iid.

Anyone know how to do this (in Stata)?

Thanks.

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