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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 13:08:04 -0400 |

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/

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

**References**:**RE: st: Testing equality of means with correlated samples?***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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