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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? * * 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/

**Follow-Ups**:**Re: st: Problem with decile significance test***From:*Xixi Lin <winnielxx@gmail.com>

**References**:**st: Problem with decile significance test***From:*Xixi Lin <winnielxx@gmail.com>

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