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RE: RE: st: significance of mean and median


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 18:48:47 +0000 (GMT)

--- "Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu> wrote:
> In general, I've found that bad skewness/asymmetry messes up
> significance tests more than heavy tails.  I know I read this
> somewhere long ago, and it seems to work pretty well.

Interesting, I tried this using a simulation where I use a t-test on a
chi-square distribution with 3 degrees of freedom, which is quite
skewed, but the t-test seems to perform just fine:

*----------------- begin example -------------
set more off

capture program drop sim
program define sim, rclass
	drop _all
	set obs 500
	gen chi2 = rchi2(3)
	ttest chi2 = 3
	return scalar p = r(p)
end
simulate p=r(p), reps(50000): sim
hist p
gen sig  = p < .05
sum sig
*--------------- end exampele ------------------- 
(For more on how to use examples I sent to the Statalist, see
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )

-- 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/
-----------------------------------------


      
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