[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
Re: st: Testing equality of means with correlated samples?
Thanks for your answer, but I don't think it will work because ttest
assumes that variables in each sample are iid.
Essentially, because observations of each variable are correlated, I
have fewer effective observations than actual observations, so ttests
understate the standard error of the mean.
Anyone know how to test mean(A)=mean(B) when cov(ai,aj) != 0 and
cov(bi,bj) != 0?
On 4/27/05, Christian Hunkler
> if I get you right, your case is a two-sample, thus unpaired t-test; -ttest
> A==B, unpaired - then is appropriate.
> umpaired t-test are used when you want to compare two variables collected
> e.g. in different samples or with different populations.
> At 16:45 27.04.2005, you wrote:
> >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)?
> >* For searches and help try:
> >* http://www.stata.com/support/faqs/res/findit.html
> >* http://www.stata.com/support/statalist/faq
> >* http://www.ats.ucla.edu/stat/stata/
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
* For searches and help try: