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From |
"Henrique Neder" <hdneder@ufu.br> |

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

Subject |
st: RES: Problem with ttest in stata 8/9? |

Date |
Thu, 22 Nov 2007 08:08:02 -0200 |

Steven The denominator n-1 in your formula is introduced by Stata in the standard deviation expression sd(x) = sqrt((sum(Xi - Xmean)^2)/(n-1)). We don’t need to convert the nx and ny to nx - 1 and ny - 1 in your expression because in the standard error calculus we make sd(Xmean) = sqrt(sd(X)/n) where Xmean is the sample mean of X. Henrique -----Mensagem original----- De: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Em nome de Steven Proud Enviada em: quinta-feira, 22 de novembro de 2007 06:40 Para: statalist@hsphsun2.harvard.edu Assunto: st: Problem with ttest in stata 8/9? 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 * * 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/ __________ Informação do NOD32 IMON 2677 (20071122) __________ Esta mensagem foi verificada pelo NOD32 sistema antivírus http://www.eset.com.br * * 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**:**st: Problem with ttest in stata 8/9?***From:*"Steven Proud" <steven_proud@hotmail.com>

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