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From |
"FEIVESON, ALAN H. (AL) (JSC-SK) (NASA)" <alan.h.feiveson@nasa.gov> |

To |
"'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |

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

Date |
Thu, 28 Apr 2005 12:18:20 -0500 |

Berk - Following Joseph's question - you don't say what sort of correlation you have - equicorrelated within each sample?, AR? or what? If you actually knew the covariance matrix within each sample and assumed normality, you could transform to independent observations and do a t-test. Al Feiveson -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Joseph Coveney Sent: Thursday, April 28, 2005 12:51 AM To: Statalist Subject: Re: st: Testing equality of means with correlated samples? Berk Sensoy wrote: 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)? ---------------------------------------------------------------------------- I'm missing something here. With a t-test, observations of variable A are, say, 3, 1, 4, 2 and 5. The concept of correlation wouldn't seem to apply to such an unordered series of numbers as this. Likewise, for variable B with, say, 4, 6, 3, 5 and 2, as values. Are you saying that there are several *clusters* of values for each of variables A and B, and the values within the clusters are more similar than between the clusters, as if the assignment to treatment group were by clusters? If so, and if you can identify the clusters, then perhaps you can use Jeph Herrin's -clttest-. (-findit cltest- or -findit clttest-) Joseph Coveney * * 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:*Berk Sensoy <berksensoy@gmail.com>

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