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st: Problem with ttest in stata 8/9?
Dear Statalisters
Apologies if this has been covered before.
I have become slightly confused whilst trying to use ttest in stata with an
unequal variance in each sample.
the command ttest x y, unequal unpaired in stata calculates the t-statistic
as follows
t=(mean(x)-mean(y))/sqrt[((standard deviation(x))^2/nx)+(standard
deviation(y))^2/ny)]
Now, I believe that this may give biased results, as we do not know the true
value of the population standard error, and so estimate it from standard
deviation(x), so we should estimate it as [standard deviation (x)]/(nx-1)
Therefore, should the t-statistic not be calculated
t=(mean(x)-mean(y))/sqrt[((standard deviation(x))^2/(nx-1))+(standard
deviation(y))^2/(ny-1))]
?
Thanks,
Steven Proud
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