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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: RE: st: significance of mean and median |

Date |
Wed, 26 Nov 2008 14:48:36 +0000 (GMT) |

--- Bastian Steingros <Steingros@gmx.de> wrote: > using > sysuse auto, clear > reg mpg, nohe > mean mpg > ttest mpg==0 > > displays the same results. However, how do these tests deal with the > assumption, that mpg has to normal distributed? > More precisely , how important is the fact that mpg is normal > distributed? Most of the variables in my sample are left or right > skewed... > Is ttest also in this case reliable it? You can find that out using -simulate-. One way to figure this out is to use simulation. You declare your data to be the population and repeatedly test a true hypothesis on a random sample from your "population" (N out of N with replacement, just like the bootstrap), and than you look at whether the p-value folows a uniform distribution, and whether you reject the null in only 5% of the samples. See the example below and http://ideas.repec.org/p/boc/nsug08/14.html . *-------------- begin example -------------------- capture program drop sim program define sim, rclass sysuse auto, clear sum mpg, meanonly replace mpg = mpg - r(mean) bsample ttest mpg = 0 return scalar p = r(p) end simulate p=r(p), reps(5000): sim hist p // should be a uniform distribution gen sig = p < .05 sum sig // mean should be .05 *--------------- end example -------------------- (For more on how to use examples I sent to the Statalist, see http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html ) > by the way, median mpg require a option. So, how can I test if the > median of a var. is significant without using this command? Because I > have no idea which by-option would make sense in my sample. I think that the term "significant" has done more harm than good because it hides the null hypothesis. As a consequence too many non-sensical hypotheses are being tested. What you need to do is to specify a null hypothesis and justify why anyone should care about this hypothesis. The hypothesis that the mean or the median of a variable is zero is almost never of interest, and thus should almost never be tested. It is usually much more interesting to compare the mean/median between groups, for example men and women. So this is probably why it never occured to someone (or no one thought it was worth their time) to implement a test whether or not the median is equal to a certain fixed value. > Nick Cox seems not to be fully agreed with LAD/qreg... Nick can speak for himself, but I got the impression that he wasn't negative about -qreg-, but just noted that -qreg- did not have a neat test equivalent like -regress- and -ttest-. -- Maarten ----------------------------------------- Maarten L. Buis Department of Social Research Methodology Vrije Universiteit Amsterdam Boelelaan 1081 1081 HV Amsterdam The Netherlands visiting address: Buitenveldertselaan 3 (Metropolitan), room N515 +31 20 5986715 http://home.fsw.vu.nl/m.buis/ ----------------------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: RE: st: significance of mean and median***From:*"Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>

**References**:**Re: RE: st: significance of mean and median***From:*"Bastian Steingros" <Steingros@gmx.de>

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