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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 20:05:29 +0000 |

Thanks for the extra detail. Same comment: such observations are necessarily disjoint, so you can't use -ttest varname1 = varname2-. You will have various possibilities, but only variable 1 variable 2 non-missing missing missing non-missing missing missing so there is nothing for -ttest- to work on. You must arrange your code to use -ttest varname, by(groupvar)-. By the way, 1. 120 periods and 5 response variables: you will have to take account of multiplicity _and_ dependence in time in thinking about the pattern of 600 t-tests. 2. foreach x of numlist 2/120 { replace d_X1=ceil(_n*10/_N) if Period==`x' } looks unlikely to be what you want. _n and _N are here calculated with reference to the entire dataset. Nick On Mon, Mar 11, 2013 at 7:53 PM, Xixi Lin <winnielxx@gmail.com> wrote: > Hi Nick, > > What I am trying to do is to create deciles for dependent variable > according to independent variables (or sorted by independent > variables), that is how the d_`x' are created. For example, d_X1 is > the decile for dependent variable( Return) sorted by X1. > > Then, I want to test for each decile, whether decile=1 is larger than decile=10. > > Best, > Xixi Lin > > On Mon, Mar 11, 2013 at 3:42 PM, Nick Cox <njcoxstata@gmail.com> wrote: >> 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:*Jeph Herrin <stata@spandrel.net>

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

**Re: st: Problem with decile significance test***From:*Nick Cox <njcoxstata@gmail.com>

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

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