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Re: st: Problem with decile significance test


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Problem with decile significance test
Date   Mon, 11 Mar 2013 19:42:00 +0000

I don't know exactly what you are trying to do here, but the nub of
the matter may be that

observations for which -Return1- is calculated, namely

if d_`x'==1 & Period==`z'

and for which -Return2- is calculate, namely

if d_`x'==10 & Period==`z'

must be separate observations because it can't be true that something
is both 1 and 10.

Hence, as you report,

            ttest Return1=Return2 if Period==`z'

finds no observations.

Nick

On Mon, Mar 11, 2013 at 7:33 PM, Xixi Lin <winnielxx@gmail.com> wrote:
> Hi,
>
> I am trying to do decile significance test, however my codes does not
> work, can anyone help me to debug it?
>
> Here is my code:
> //create deciles according to independent variables
> sort X1
> by X1: gen d_X1=ceil(_n*10/_N)
>
> foreach x of numlist 2/120 {
>         replace d_X1=ceil(_n*10/_N) if Period==`x'
> }
> *****repeat the above code for each  independent variable
>
> //t statistics
> foreach x in X1 X2 X3 X4 X5 {
>        gen Return1_`x'=.
>            gen Return2_`x'=.
> foreach z of numlist 2/120 {
>        replace Return1_`x'=Return if d_`x'==1 & Period==`z'
>            replace Return2_`x'=Return if d_`x'==10 & Period==`z'
>            ttest Return1=Return2 if Period==`z'
>            display "`x'" "Period " "`z'" `r(p)'
>       }
>    }
>  ****it would be better if I can display p value for T>t not
> |T|>|t|******Anyone knows how to display that?
>
> The stata shows that "no observations". Does anyone know what is wrong
> with my code?
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