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From |
Robert Duval <rduval@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Wed, 27 Apr 2005 13:23:20 -0400 |

of course you would have to include a postestimation command test Adummy = Bdummy after your regression... On 4/27/05, Robert Duval <rduval@gmail.com> wrote: > Hi Berk, > > Once I faced a similar problem in which I wanted to compare the mean > of a variable y for two (unpaired) groups, say A and B, without > imposing the iid assumption. > > My solution was to run a regression of y on dummies for A and B > (noconstant) and allow the "robust cluster" options to take care of > the non-iid errors. > > Since you don't exactly say what your variables A and B are, and > whether you have individual data (vs. only means and sd's), it is hard > to know if my suggestion would help... > > cheers, > robert > > > On 4/27/05, Nick Cox <n.j.cox@durham.ac.uk> wrote: > > This problem is discussed, among other places, > > in Rupert Miller's book "Beyond ANOVA". As > > you say, the issue is getting a more accurate P-value. > > I think you can do that if you also have a serial > > correlation, i.e. the dependence arises because > > these values are from a time series. I am not aware > > that the procedure is canned as a Stata program, but > > it should yield to calculator-style manipulations. > > > > Nick > > n.j.cox@durham.ac.uk > > > > Berk Sensoy > > > > > 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? > > > > * > > * 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:*"Nick Cox" <n.j.cox@durham.ac.uk>

**Re: st: Testing equality of means with correlated samples?***From:*Robert Duval <rduval@gmail.com>

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