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st: Problem with ttest in stata 8/9?


From   "Steven Proud" <[email protected]>
To   <[email protected]>
Subject   st: Problem with ttest in stata 8/9?
Date   Thu, 22 Nov 2007 08:39:47 -0000

Dear Statalisters

Apologies if this has been covered before.


I have become slightly confused whilst trying to use ttest in stata with an unequal variance in each sample.

the command ttest x y, unequal unpaired in stata calculates the t-statistic as follows

t=(mean(x)-mean(y))/sqrt[((standard deviation(x))^2/nx)+(standard deviation(y))^2/ny)]

Now, I believe that this may give biased results, as we do not know the true value of the population standard error, and so estimate it from standard deviation(x), so we should estimate it as [standard deviation (x)]/(nx-1)

Therefore, should the t-statistic not be calculated

t=(mean(x)-mean(y))/sqrt[((standard deviation(x))^2/(nx-1))+(standard deviation(y))^2/(ny-1))]
?

Thanks,
Steven Proud

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