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From |
Nick Cox <n.j.cox@durham.ac.uk> |

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

Subject |
st: RE: Find the mean of observations from a variable that satisfy a condition in another variable |

Date |
Fri, 12 Aug 2011 18:12:03 +0100 |

A stretched analogue is . sysuse auto, clear (1978 Automobile Data) . ttest mpg if rep78 == 4 | rep78 == 5, by(rep78) Two-sample t test with equal variances ------------------------------------------------------------------------------ Group | Obs Mean Std. Err. Std. Dev. [95% Conf. Interval] ---------+-------------------------------------------------------------------- 4 | 18 21.66667 1.16316 4.93487 19.21261 24.12072 5 | 11 27.36364 2.632913 8.732385 21.49714 33.23013 ---------+-------------------------------------------------------------------- combined | 29 23.82759 1.312191 7.066364 21.13969 26.51549 ---------+-------------------------------------------------------------------- diff | -5.69697 2.526323 -10.88056 -.5133831 ------------------------------------------------------------------------------ diff = mean(4) - mean(5) t = -2.2550 Ho: diff = 0 degrees of freedom = 27 Ha: diff < 0 Ha: diff != 0 Ha: diff > 0 Pr(T < t) = 0.0162 Pr(|T| > |t|) = 0.0324 Pr(T > t) = 0.9838 Here there are two simple but useful tricks 1. The -if- condition ensures precisely two groups are looked at. 2. The -by()- option ensures a comparison between those groups. In your case, you should probably want to do something similar but with -xtreg-. Quite what different dependence assumptions apply with panel data is something to think about. N.B. A standard -ttest- can be done using -regress-: e.g. . gen mygroup = rep78 - 4 if rep78 > 3 (45 missing values generated) . regress mpg mygroup Source | SS df MS Number of obs = 29 -------------+------------------------------ F( 1, 27) = 5.09 Model | 221.592476 1 221.592476 Prob > F = 0.0324 Residual | 1176.54545 27 43.5757576 R-squared = 0.1585 -------------+------------------------------ Adj R-squared = 0.1273 Total | 1398.13793 28 49.9334975 Root MSE = 6.6012 ------------------------------------------------------------------------------ mpg | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- mygroup | 5.69697 2.526323 2.26 0.032 .5133831 10.88056 _cons | 21.66667 1.555916 13.93 0.000 18.47419 24.85914 ------------------------------------------------------------------------------ . replace mygroup = -mygroup (11 real changes made) . regress mpg mygroup Source | SS df MS Number of obs = 29 -------------+------------------------------ F( 1, 27) = 5.09 Model | 221.592476 1 221.592476 Prob > F = 0.0324 Residual | 1176.54545 27 43.5757576 R-squared = 0.1585 -------------+------------------------------ Adj R-squared = 0.1273 Total | 1398.13793 28 49.9334975 Root MSE = 6.6012 ------------------------------------------------------------------------------ mpg | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- mygroup | -5.69697 2.526323 -2.26 0.032 -10.88056 -.5133831 _cons | 21.66667 1.555916 13.93 0.000 18.47419 24.85914 ------------------------------------------------------------------------------ All that said, you want to do comparisons between three times, and quite what the underlying generating process is will determine the appropriate model to fit. I don't know what you know about equity issuance, and I can't advise. Nick n.j.cox@durham.ac.uk Islam Abdeljawad I have panel data, two of my variables are equity issuance which is 0 if the firm did not issue equity in the year and 1 if it issue equity that year. the other variable is the leverage ratio. I want to find the mean leverage for firms that issue equity at the year of issuance, three years before the year of issuance and three years after the year of issuance. then test the hypothesis that the mean of leverage three years before and now are equal. also the leverage three years after issuance and now are equal (equality of means). How to do it in 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/

**References**:**st: Find the mean of observations from a variable that satisfy a condition in another variable***From:*Islam Abdeljawad <islamabdeljawad@yahoo.com>

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