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Re: st: Group-mean equality test


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Group-mean equality test
Date   Wed, 10 Aug 2011 16:32:21 +0100

Even more problematic, as the tests can not be independent.

It's difficult to think that your approach makes much sense for time
series data.

Nick

On Wed, Aug 10, 2011 at 4:21 PM, lreine ycenna <lreine.ycenna@gmail.com> wrote:
> by the way, I'm meant to test the signficance for the changes in means
> from period 1 and period2, period2 and period 3..etc.
> I'm using stata11.
> Thanks in advance.
>
> On 10 August 2011 16:14, lreine ycenna <lreine.ycenna@gmail.com> wrote:
>> Hi All,
>> I am looking for an easier way to calculate the mean values for each
>> of my variables for different time horizons (e.g. variable x from
>> 1985-1990, 1991-1996..etc) and at the same time test the signficance
>> (t-stats) for the changes between the means for these periods within
>> each variable itself. I manage to go from egen meanedu= mean(edu) if
>> year < 1991 & year > 1979 & country==GBR. and the same for the next 5
>> year period..etc. Though this only gives me the mean values for the
>> time periods wanted, how do I then test the significance for the
>> changes using ttest?
>>
>>
>> year          code          edu
>> 1973    GBR     0.6096253
>> 1974    GBR     0.5443353
>> 1975    GBR     0.5181908
>> 1976    GBR     0.3762168
>> 1977    GBR     0.5183734
>> 1978    GBR     0.3920778
>> 1979    GBR     0.4526944
>> 1980    GBR     0.4694474
>> 1981    GBR     0.3979259
>> 1982    GBR     0.3916153
>> 1983    GBR     0.2517771
>> 1984    GBR     0.2545344
>> 1985    GBR     0.2207009
>> 1986    GBR     0.1595718
>> 1987    GBR     0.30558
>> 1988    GBR     0.2499627
>> 1989    GBR     0.4576487
>> 1990    GBR     0.5781643
>> 1991    GBR     0.5855764
>> 1992    GBR     0.4679879
>> 1993    GBR     0.3789743
>> 1994    GBR     0.6381156
>> 1995    GBR     0.6055152
>> 1996    GBR     0.4644643
>> 1997    GBR     0.195214
>> 1998    GBR     0.2751569
>> 1999    GBR     0.4539562
>> 2000    GBR     0.46502
>> *
>> *   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/
>>
>
> *
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> *   http://www.ats.ucla.edu/stat/stata/
>

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