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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 |
Thu, 28 Apr 2005 13:32:07 -0500 |

Thanks to everyone for your replies. The samples are bhat*x from a regression y = a + bx, where the regression residuals are correlated. So I have two regressions y1 = a1 + b1*x1 y2 = a2 + b2*x2 In each regression the residuals are correlated along a known dimension, so I can use the appropriate cluster option. The problem is I don't know the right test for mean(b1hat*x1) = mean(b2hat*x2). Thanks!! On 4/28/05, FEIVESON, ALAN H. (AL) (JSC-SK) (NASA) <alan.h.feiveson@nasa.gov> wrote: > 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/ > * * 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:*"FEIVESON, ALAN H. (AL) (JSC-SK) (NASA)" <alan.h.feiveson@nasa.gov>

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