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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. > > > >* > >* 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: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: Testing equality of means with correlated samples?***From:*Christian Hunkler <Christian.Hunkler@students.uni-mannheim.de>

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