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Re: st: Fisher's exact test


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Fisher's exact test
Date   Tue, 13 Sep 2011 08:39:42 +0100

In addition, volumes on successive days are hardly independent.

You could just compare the distributions with a quantile plot.

Nick

On Tue, Sep 13, 2011 at 8:20 AM, Maarten Buis <maartenlbuis@gmail.com> wrote:
> On Mon, Sep 12, 2011 at 6:52 PM, Beatrice Crozza wrote:
>> I would like to compute the ratio between the mean trading volume
>> around announcements and the mean trading volume at the same time of
>> the day on non-announcement days.
>> I want than to test if these two means are significantly different at 5% level.
>>
>> I read this post:
>>  http://www.ats.ucla.edu/stat/stata/whatstat/whatstat.htm
>> Since when there is the news I have only 5 obs, I want to use the
>> Fisher’s exact test.
>
> the Fisher's exact test is for cross-tabulations not for comparisons
> of means, so it is not appropriate for your problem.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
>
> http://www.maartenbuis.nl
> --------------------------
>
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