Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: st: RE: RE: comparing different means using ttest


From   DE SOUZA Eric <eric.de_souza@coleurope.eu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: RE: comparing different means using ttest
Date   Thu, 16 Dec 2010 21:45:37 +0100

It does, because it simply avoids the starting point of David Lempert which in my opinion is a false start: regressing GDP levels on a time trend will get you nowhere. If David is interested testing the equality of GDP growth rates across two time periods, you pool the data, calculate the GDP growth rate and regress this variable on two dummy (binary) variables for each time period. In order to avoid perfect collinearit you drop one of the two dummies and test whether the coefficient on the other is equal to zero.

Eric  


Eric de Souza
College of Europe
BE-8000 Brugge (Bruges)
Belgium

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Steven Samuels
Sent: 16 December 2010 21:17
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: RE: comparing different means using ttest



But. Eric, I don't think that pooling will solve the dependence issues that Nick mentioned.


Steve

sjsamuels@gmail.com


On Dec 16, 2010, at 1:26 PM, DE SOUZA Eric wrote:

Reply to original post, which once again I have deleted !

Why not just pool your data and regress %GDP-growth on a dummy
(binary) variable (and a constant, of course) which takes the value of one for one of the two sub-samples and zero for the other; and test whether the coefficient on the dummy is significantly different from zero (or examine its confidence interval) ?
You can robustify for heteroscedasticity.


Eric de Souza
College of Europe
Dyver 11
BE-8000 Brugge (Bruges)
Belgium

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu
] On Behalf Of Nick Cox
Sent: 16 December 2010 19:17
To: 'statalist@hsphsun2.harvard.edu'
Subject: <POSSIBLE SPAM>st: RE: RE: comparing different means using ttest

A senior Stata user, who might not want to be named, pointed out the counter-example of a Poisson variable. Clearly correct: if you know that your variable is Poisson, then the mean is also the variance.

Nick
n.j.cox@durham.ac.uk

Nick Cox

[...]
any more than the mean of anything tells you about its variability.
[...]


*
*   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/

*
*   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/

*
*   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/

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index