Re: st: Numerous t-tests

[Roger Newson <roger.newson@kcl.ac.uk>]

At 11:32 26/10/2005, Allan wrote:
> I have what should be a very simple question, but I haven't been able to 
> figure out the answer.  I want to do group mean comparison t-tests and 
> rank sum tests on a number of different variables..  But, it appears that 
> both -ttest- and -ranksum- will only do 1 variable at a time.  So, is 
> there a single command that will let me put in any number of variables 
> (along with the 2-level grouping variable, of course) and will then do ALL 
> the tests at once?
You might want to use the -somersd- package, downloadable from SSC, to 
calculate confidence intervals for Somers' D and the Hodges-Lehmann median 
difference (corresponding to the ranksum test). For instance, if you type

somersd group y1 y2 y3 y4, tr(z)

then -somersd- will output confidence intervals for the Somers' D of the 
variables -y1-, -y2-, -y3 -and -y4- with respect to the grouping variable 
-group-.

Confidence intervals are usually more informative than P-values alone. For 
more about confidence intervals corresponding to rank statistics, see 
Newson (2002).

I hope this helps.

Best wishes

Roger


References

Newson R. 2002. Parameters behind "nonparametric" statistics: Kendall's 
tau, Somers'
D and median differences. The Stata Journal 2(1): 45-64.  Pre-publication draft
downloadable from Roger Newson's website at http://phs.kcl.ac.uk/rogernewson.



--
Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
Division of Asthma, Allergy and Lung Biology
King's College London

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Tel: 020 7848 6648 International +44 20 7848 6648
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Email: roger.newson@kcl.ac.uk
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Opinions expressed are those of the author, not the institution.

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