Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down on April 23, and its replacement, **statalist.org** is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Jeph Herrin <stata@spandrel.net> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Problem with decile significance test |

Date |
Mon, 11 Mar 2013 22:12:01 -0400 |

I don't understand what the variable -decile- is, in the statement: "Then, I want to test for each decile, whether decile=1 is larger than decile=10." but I suppose you want something like this: ********************************************* foreach X in x1 x2 x3 { xtile d_`X'=`X', nq(10) qui ttest Return if inlist(d_`X',1,10) , by(d_`X') di "`X'" _col(20) `r(p_u)' // note r(p_u) is the upper test P-value } ********************************************** hth, Jeph On 3/11/2013 4:05 PM, Nick Cox wrote:

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/

* * 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>

**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>

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

- Prev by Date:
**Re: st: Questions for random data generation and value label** - Next by Date:
**Re: st: Problem with decile significance test** - Previous by thread:
**Re: st: Problem with decile significance test** - Next by thread:
**Re: st: Problem with decile significance test** - Index(es):