RE: st: RE: test predicted values

["Dawit Lidia" <ghibertmk@hotmail.com>]

Dear Nick Cox,

Thanks you for your response. I think I have to refine my question as 
follow. Can I do the following test on predicted values without adjusting 
the standard errors since observations are not independent within group 
(hhno)?

ttest conhat = wconhat unequal

where conhat and wconhat are predicted below.
areg y1 x1 x2 if con ==1, absorb(hhno) cluster(hhno)
predict conhat if con ==1, xbd

areg y2 x1 x2 if con ==0, absorb(hhno) cluster(hhno)
predict wconhat if con ==0, xbd

Hope this will be clear. Many thanks for your help.
Dawit



> From: "Nick Cox" <n.j.cox@durham.ac.uk>
> Reply-To: statalist@hsphsun2.harvard.edu
> To: <statalist@hsphsun2.harvard.edu>
> Subject: st: RE: test predicted values
> Date: Sun, 16 Jan 2005 16:35:28 -0000
>
> It would seem more straightforward,
> and more appropriate, to fit
>
> areg y1 x1 x2 con, absorb(hhno) cluster(hhno)
>
> which provides your test directly -- unless
> I am missing some subtlety here.
>
> Nick
> n.j.cox@durham.ac.uk
>
> Dawit Lidia
>
> > I am running the following types of regressions
> >
> > areg y1 x1 x2 if con ==1, absorb(hhno) cluster(hhno)
> > predict conhat if con ==1, xbd
> >
> > areg y2 x1 x2 if con ==0, absorb(hhno) cluster(hhno)
> > predict wconhat if con ==0, xbd
> >
> > y1 and y2 are dependent variables and xs are independent variables.
> >
> >
> > I want to test if there is mean difference between the two
> > predicted values
> > uisng simple 'ttest'.
> >
> > My question is, do I need to correct standard errors(se) of
> > the 'ttest'
> > since the observed ys are not independent. If the answer is
> > yes, would you
> > please suggest me how i can correct it or any other
> > altenative test that can
> > adjust se.
>
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