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Re: st: significance of differences


From   "Fabian Schönenberger" <sch.f@gmx.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: significance of differences
Date   Fri, 01 Jun 2012 09:56:21 +0200

Many thanks. Works perfectly. 

Exactly, varquintile is a quintile-classed division of one factor; assigning for each observation 1 to 5. 
The ttest is conducted for other variables, but under the condition that the means of this variable for quintile 1 and quintile 5 of the quintile variable are considered. 

The reason is simple: I just want to find out, if my quintile-parameter leads to significant differences in other fundamental factors for companies.

Many thanks, also for your previous feedbacks!
Fabian


-------- Original-Nachricht --------
> Datum: Fri, 1 Jun 2012 07:48:01 +0100
> Von: Nick Cox <njcoxstata@gmail.com>
> An: statalist@hsphsun2.harvard.edu
> Betreff: Re: st: significance of differences

> I presume that -varquintile- is a quintile-classed division of one
> variable, say x, and -var- is another variable, say y.
> 
> Without knowing any details, I wonder if this is a particularly good
> test to use.
> 
> (I certainly hope that -varquintile- is _not_ a division of the same
> variable, as printed significance levels surely won't apply, for
> several good reasons.)
> 
> That said, Stata will do what I think you want with
> 
> ttest var if inlist(varquintile, 1, 5), by(varquintile)
> 
> Note that
> 
> ttest var if varquintile==1 == var if varquintile==5
> 
> can't be legal because no Stata command allows more than one -if-
> condition.
> 
> Nick
> 
> On Fri, Jun 1, 2012 at 7:26 AM, "Fabian Schönenberger" <sch.f@gmx.ch>
> wrote:
> 
> > I want to compare if the difference of a specific variable between the
> first and fifth quintile is significant.
> > I tried ttest with if; ttest var if varquintile==1 == var if
> varquintile==5
> > However, this does not work. Any suggestions?
> 
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