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Re: st: Numerous t-tests


From   "Michael Blasnik" <[email protected]>
To   <[email protected]>
Subject   Re: st: Numerous t-tests
Date   Wed, 26 Oct 2005 12:49:38 -0400

That's true. My point was only that the estimated uncertainties from regress may not match those from ttest when unequal variances are appropriate. I believe that's true whether you use the robust option for regresss or not.

Michael Blasnik
[email protected]


----- Original Message ----- From: "Richard Goldstein" <[email protected]>
To: <[email protected]>
Sent: Wednesday, October 26, 2005 12:06 PM
Subject: Re: st: Numerous t-tests



while I agree with Michael on this, note that using the robust
option does a great deal to mitigate this

Rich

Michael Blasnik wrote:
"Ron�n Conroy" <[email protected]> wrote:

-regress- is a lot faster than t-test, and the output is easier to read, IMO. The coefficient and its confidence interval represent the difference in means and its CI.

While I agree that regress is faster and often preferred to t-tests, one should be aware that regress will assume equal variances for the two groups identified by the dummy variable. That assumption may or may not be what you want.

Michael Blasnik
[email protected]
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