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Re: st: Weibull

From (Roberto G. Gutierrez, StataCorp)
Subject   Re: st: Weibull
Date   Mon, 02 Mar 2009 10:15:39 -0600

Nikolaos Pandis <> asks:

> I would like to generate continuous data for two groups for which I would
> like to evaluate whether there is a difference between their means (I could
> use use a t-test). I would like to be able to set the mean and sd of the two
> groups. The data would represent bond failure strength (in MPa) of two
> different materials (the 2 groups).

> Additionally, I would like to generate data for the same experiment that
> follows the Weibull distribution and compare the two groups.

> It is of interest to see the results of the analysis on the data under the
> ttest analysis and under an analysis suitable for the Weibull distribution.
> The objective is to show how different analyses of similar data might point
> to different results, and the importance of selecting the correct
> distribution and analysis.

Nikolaos has already received some very good advice, to which I would only add
that I have written the routine -gengammareg- available via  

   . findit gengammareg

-gengammareg- generates data from gamma regression as implemented by -streg-,
but also includes as special cases the exponential, Weibull and lognormal
distributions; see -help gengammareg- after installing.

The two-sample test Nikolaos describes can be retooled as regression on a 
dummy variable, allowing the use of -gengammareg- here.

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