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RE: st: Numerous t-tests


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Numerous t-tests
Date   Wed, 26 Oct 2005 13:07:34 +0200

The probable reason that Stata did not include a canned solution to your problem is that multiple testing like this has the danger of capitalizing on chance. A significance level of 5% means that you will find a significant result that is not really there - a false positive -- in 5% of all tests you perform. If you run 20 tests you will, on average, find 1 bogus effect. Running many tests and keeping the significant ones will thus invalidate your inference. The probability of a false positive is no longer 5%, but much higher. So, you should consider doing a bonferroni correction of your significance levels. The bonferroni correction means that the significance level should be divided by the number of tests. So if you choose a significance level of 5% and do 10 tests, the corrected significance level should be 0.5%. This is a somewhat conservative correction and less conservative alternatives exist like holm's or sidak's method.

Hope this helps,
Maarten 

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Fred Wolfe
Sent: woensdag 26 oktober 2005 12:42
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Numerous t-tests

You can do it with the -foreach- command, as in ...

   foreach var of varlist age duration fatig mood {
   ttest `var',by(nodmardbio)
   }

Fred

At 05:32 AM 10/26/2005, you wrote:
>I have what should be a very simple question, but I haven't been able to
>figure out the answer.  I want to do group mean comparison t-tests and
>rank sum tests on a number of different variables..  But, it appears that
>both -ttest- and -ranksum- will only do 1 variable at a time.  So, is
>there a single command that will let me put in any number of variables
>(along with the 2-level grouping variable, of course) and will then do ALL
>the tests at once?
>
>Thanks.
>
>Allan
>
>
>*
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Fred Wolfe
National Data Bank for Rheumatic Diseases
Wichita, Kansas
Tel (316) 263-2125     Fax (316) 263-0761
fwolfe@arthritis-research.org


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