Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: Testing equality of means with correlated samples?


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   RE: st: Testing equality of means with correlated samples?
Date   Wed, 27 Apr 2005 17:27:50 +0100

This problem is discussed, among other places, 
in Rupert Miller's book "Beyond ANOVA". As 
you say, the issue is getting a more accurate P-value. 
I think you can do that if you also have a serial 
correlation, i.e. the dependence arises because
these values are from a time series. I am not aware
that the procedure is canned as a Stata program, but 
it should yield to calculator-style manipulations. 

Nick 
[email protected] 

Berk Sensoy
 
> Thanks for your answer, but I don't think it will work because ttest
> assumes that variables in each sample are iid.
> Essentially, because observations of each variable are correlated, I
> have fewer effective observations than actual observations, so ttests
> understate the standard error of the mean.
> 
> Anyone know how to test mean(A)=mean(B) when cov(ai,aj) != 0 and
> cov(bi,bj) != 0?

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index