If you are expecting unequal variances and have pweights, I think -reg- with the robust for heteroscedasticity makes sense.
-----Original Message-----
From: "Lili Yan" <[email protected]>
To: [email protected]
Sent: 6/20/2008 6:26 PM
Subject: Re: st: a question on t-test
Hi Richard,
Thank you very much! Yes, -lincom- does seem to do the unequal
variance case and actually, I am expecting different variances in my
data. Now I see.
And thanks to Maarten and Martin, too!
Best,
Lili
On Fri, Jun 20, 2008 at 5:09 PM, Richard Williams
<[email protected]> wrote:
> At 04:38 PM 6/20/2008, Lili Yan wrote:
>>
>> Hi Richard,
>>
>> Thank you very much for your prompt response! I did not use -ttest-
>> for several reasons:
>>
>> First, I actually have a weight variale in my data and -ttest- does
>> not allow weights.
>> Second, I need compare means of many variables, so I want to quietly
>> run means calculation and comparison, then generate a table with -mat-
>> commands. In that table, I want to see p-value. So I have to calculate
>> it as Stata does not save it.
>
> OK, first off, using lincom seems to be the equivalent of running a t-test
> with the unequal variances option. Run this code:
>
> sysuse auto
> mean mpg, over(foreign)
> lincom [mpg]Domestic-[mpg]Foreign
> ttest mpg, by(foreign)
> ttest mpg, by(foreign) unequal
>
> Second, what about just running
>
> reg mpg foreign
>
> A couple of people have suggested oneway or anova. Those might do the
> trick, but it depends on your weights, i.e. reg allows pweights but anova
> and oneway do not. Also, when you say "I need compare means of many
> variables" to me that sounds like you have multiple dependent variables
> rather than multiple groups. Maybe you want manova or mvreg or something
> like that.
>
>
> -------------------------------------------
> Richard Williams, Notre Dame Dept of Sociology
> OFFICE: (574)631-6668, (574)631-6463
> HOME: (574)289-5227
> EMAIL: [email protected]
> WWW: http://www.nd.edu/~rwilliam
>
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