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Re: st: Creating print-ready tables for one-sample t-tests


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Creating print-ready tables for one-sample t-tests
Date   Thu, 6 Dec 2012 15:15:56 +0000

The t-test you refer to assumes independence in time....

Nick

On Thu, Dec 6, 2012 at 2:26 PM, Tim Streibel <Tim.Streibel@gmx.de> wrote:

> I am measuring abnormal stock returns, so I have a number of datasets consisting of thousands of abnormal returns (resulting from different models, holding periods etc) and then I am applying a convetional t-test (and also other manually coded tests) to check whether their mean significantly diverges from zero. Now I want to incorporate the means their test statistics and the resulting p-values (in form of stars if possible) into a table reporting these three values for a number of different settings (in e.g. 3 columns and 2-3 panels). So it's always the same variable, which was computed under different assumptions and therefore has different values. If you need more information just let me know what you need exactly?

Austin Nichols <austinnichols@gmail.com>

>> Tim Streibel <Tim.Streibel@gmx.de>:
>> What are the variables? Can you provide more context?
>>
>> On Tue, Dec 4, 2012 at 5:22 PM, Tim Streibel <Tim.Streibel@gmx.de> wrote:
>> > Actually I am really using ttest variable==0 and I think it is
>> appropriate due to several reasons (distribution, sample size and literature).
>> However, I just want to create different tables which include some description
>> in the first row and first column and is divided into several panels. I
>> guess I should also mention that the table shall consist of means t-statistics
>> and p-values (in form of stars) resulting from different ttests. I hope
>> thats possible?

Rebecca Pope <rebecca.a.pope@gmail.com>

>> >> -estout- may still work for you, but more detail on your question
>> >> would be helpful here. E.g. are you using -ttest- against some
>> >> particular value (my guess because that would be informative)? If so,
>> >> this information can be saved in a matrix which -estout- can access.
>> >> -estout-, by the way, is a user-written program (I assume -xml_tab- is
>> >> too) and should be cited as such.

On Mon, Dec 3, 2012 at 11:18 AM, Tim Streibel <Tim.Streibel@gmx.de>

>> >> > I am experiencing the following problem: I want to present the
>> results
>> >> (mostly just means and the overall t-statistic (maybe also the
>> resulting
>> >> p-values) from one-sample t-tests) in a proper style as you can find
>> them in
>> >> journal articles.
>> >> > However, I've only found commands doing that for regression like
>> estout
>> >> or xml_tab. Can you give me a tipp how to do that for t-tests?

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