Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

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


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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index