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From |
"Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu> |

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

Subject |
RE: st: RE: standard deviation for the difference in means |

Date |
Mon, 7 Jun 2010 08:43:46 -0700 |

Yes it does. If you want unpooled variances, you can simply use the ttest command with uneq option (or the welsh option) two methods of adjusting the d.f. for the standard error. Check the ttest help (or ttesti) Here's an example with auto - sorry for the wraparound. My email won't let me reduce font size. . sysuse auto (1978 Automobile Data) . ttest price, by(foreign) -Assuming equal variance- Two-sample t test with equal variances ------------------------------------------------------------------------------ Group | Obs Mean Std. Err. Std. Dev. [95% Conf. Interval] ---------+-------------------------------------------------------------------- Domestic | 52 6072.423 429.4911 3097.104 5210.184 6934.662 Foreign | 22 6384.682 558.9942 2621.915 5222.19 7547.174 ---------+-------------------------------------------------------------------- combined | 74 6165.257 342.8719 2949.496 5481.914 6848.6 ---------+-------------------------------------------------------------------- diff | -312.2587 754.4488 -1816.225 1191.708 ------------------------------------------------------------------------------ diff = mean(Domestic) - mean(Foreign) t = -0.4139 Ho: diff = 0 degrees of freedom = 72 Ha: diff < 0 Ha: diff != 0 Ha: diff > 0 Pr(T < t) = 0.3401 Pr(|T| > |t|) = 0.6802 Pr(T > t) = 0.6599 . ttest price, by(foreign) uneq -Satterthwaite approximation for d.f.- Two-sample t test with unequal variances ------------------------------------------------------------------------------ Group | Obs Mean Std. Err. Std. Dev. [95% Conf. Interval] ---------+-------------------------------------------------------------------- Domestic | 52 6072.423 429.4911 3097.104 5210.184 6934.662 Foreign | 22 6384.682 558.9942 2621.915 5222.19 7547.174 ---------+-------------------------------------------------------------------- combined | 74 6165.257 342.8719 2949.496 5481.914 6848.6 ---------+-------------------------------------------------------------------- diff | -312.2587 704.9376 -1730.856 1106.339 ------------------------------------------------------------------------------ diff = mean(Domestic) - mean(Foreign) t = -0.4430 Ho: diff = 0 Satterthwaite's degrees of freedom = 46.4471 Ha: diff < 0 Ha: diff != 0 Ha: diff > 0 Pr(T < t) = 0.3299 Pr(|T| > |t|) = 0.6599 Pr(T > t) = 0.6701 . ttest price, by(foreign) w -Welch approximation for d.f.- Two-sample t test with unequal variances ------------------------------------------------------------------------------ Group | Obs Mean Std. Err. Std. Dev. [95% Conf. Interval] ---------+-------------------------------------------------------------------- Domestic | 52 6072.423 429.4911 3097.104 5210.184 6934.662 Foreign | 22 6384.682 558.9942 2621.915 5222.19 7547.174 ---------+-------------------------------------------------------------------- combined | 74 6165.257 342.8719 2949.496 5481.914 6848.6 ---------+-------------------------------------------------------------------- diff | -312.2587 704.9376 -1729.232 1104.714 ------------------------------------------------------------------------------ diff = mean(Domestic) - mean(Foreign) t = -0.4430 Ho: diff = 0 Welch's degrees of freedom = 48.5288 Ha: diff < 0 Ha: diff != 0 Ha: diff > 0 Pr(T < t) = 0.3299 Pr(|T| > |t|) = 0.6598 Pr(T > t) = 0.6701 Tony Peter A. Lachenbruch Department of Public Health Oregon State University Corvallis, OR 97330 Phone: 541-737-3832 FAX: 541-737-4001 -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Michael McCulloch Sent: Sunday, June 06, 2010 6:08 PM To: statalist@hsphsun2.harvard.edu Subject: Re: st: RE: standard deviation for the difference in means Thanks Peter, I'm not sure. I'm comparing two groups randomly assigned to treatment, so they are independent, but my understanding was the pooled variance assumes equal variances in each group. <snip> * * 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/

**References**:**st: standard deviation for the difference in means***From:*Michael McCulloch <mm@pinestreetfoundation.org>

**st: RE: standard deviation for the difference in means***From:*"Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>

**Re: st: RE: standard deviation for the difference in means***From:*Michael McCulloch <mm@pinestreetfoundation.org>

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