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From |
Austin Nichols <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Thu, 6 Dec 2012 10:42:02 -0500 |

Tim Streibel <Tim.Streibel@gmx.de>: So, it's not just different variables, or different models, but a larger set of changed circumstances over which you wish to iterate? I still doubt whether this whole exercise is a good idea, since these results should be obtained from one large regression (or Bayesian exercise), not a series of t-tests assuming independence, and I don't know how you plan to pick an appropriate size of test: see help _mtest for starters. But you can always build your own file from scratch, for the general table-writing problem: sysuse auto, clear file open h using x.doc, replace write file write h "{\rtf1\ansi\deff0 {\fonttbl{\f0\fnil Times New Roman;}}" file write h _n "{\info {\author .}{\company .}{\title .}}" file write h _n "\deflang1033\plain\fs24" file write h _n "{\footer\pard\qc\plain\f0\fs24\chpgn\par}" file write h _n "{" file write h _n "Draft of `c(current_date)' `c(current_time)'{\par}" file write h "{\trowd\trgaph108\trleft-108" file write h "\clbrdrt\brdrw10\brdrs\cellx2268" file write h "\clbrdrt\brdrw10\brdrs\cellx4284" file write h "\clbrdrt\brdrw10\brdrs\cellx6300" file write h "\clbrdrt\brdrw10\brdrs\cellx8316" file write h "\pard\intbl\ql {Variable and model}\cell " file write h "\pard\intbl\qc {Mean}\cell " file write h "\pard\intbl\qr {t for H0:mean=0}\cell " file write h "\pard\intbl\ql {Stars}\cell\row}" _n foreach v of var price-turn { qui ttest `v'=0 loc s=cond(r(p)<.05,"*","") loc s="`s'"+cond(r(p)<.01,"*","") loc s="`s'"+cond(r(p)<.001,"*","") di r(mu_1),r(t),r(p) "`s'" file write h "{\trowd\trgaph108\trleft-108" file write h "\cellx2268" file write h "\cellx4284" file write h "\cellx6300" file write h "\cellx8316" file write h "\pard\intbl\ql {`: var lab `v''}\cell " file write h "\pard\intbl\qc {`: di %7.3g `r(mu_1)''}\cell " file write h "\pard\intbl\qr {`: di %7.3g `r(t)''}\cell " file write h "\pard\intbl\ql {`s'}\cell\row}" _n } file write h _n "}" _n file write h "{\par}{\par}" _n file write h _n "}" _n _n file write h _n "}" _n file close h !x.doc On Thu, Dec 6, 2012 at 9:26 AM, 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? > Thanks > > -------- Original-Nachricht -------- >> Datum: Tue, 4 Dec 2012 18:01:04 -0500 >> Von: Austin Nichols <austinnichols@gmail.com> >> An: statalist@hsphsun2.harvard.edu >> Betreff: Re: st: Creating print-ready tables for one-sample t-tests > >> 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? >> > >> > -------- Original-Nachricht -------- >> >> Datum: Mon, 3 Dec 2012 12:06:24 -0600 >> >> Von: Rebecca Pope <rebecca.a.pope@gmail.com> >> >> An: statalist@hsphsun2.harvard.edu >> >> Betreff: Re: st: Creating print-ready tables for one-sample t-tests >> > >> >> -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. >> >> >> >> >> >> Rebecca >> >> >> >> >> >> >> >> On Mon, Dec 3, 2012 at 11:18 AM, Tim Streibel <Tim.Streibel@gmx.de> >> wrote: >> >> > >> >> > Hey all, >> >> > >> >> > 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? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Creating print-ready tables for one-sample t-tests***From:*"Tim Streibel" <Tim.Streibel@gmx.de>

**Re: st: Creating print-ready tables for one-sample t-tests***From:*Rebecca Pope <rebecca.a.pope@gmail.com>

**Re: st: Creating print-ready tables for one-sample t-tests***From:*"Tim Streibel" <Tim.Streibel@gmx.de>

**Re: st: Creating print-ready tables for one-sample t-tests***From:*Austin Nichols <austinnichols@gmail.com>

**Re: st: Creating print-ready tables for one-sample t-tests***From:*"Tim Streibel" <Tim.Streibel@gmx.de>

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