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Re: st: Testing equality of means with correlated samples?


From   Berk Sensoy <berksensoy@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Testing equality of means with correlated samples?
Date   Wed, 27 Apr 2005 11:21:11 -0500

Hi,

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
<Christian.Hunkler@students.uni-mannheim.de> wrote:
> 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.
> 
> Chris
> 
> At 16:45 27.04.2005, you wrote:
> >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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> 
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*
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