Re: st: significance of mean and median

[Steven Samuels <sjhsamuels@earthlink.net>]

<>
Maarten, The two-sided significance level is OK, but the one-sided  
levels are not.

Add to your program
return scalar t = r(t)

and to the do-file

gen sig_p = p<.05 & sign(t) == 1
gen sig_n = p<.05 & sign(t) == -1


-Steve
On Nov 26, 2008, at 1:48 PM, Maarten buis wrote:

> --- "Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu> wrote:
> > In general, I've found that bad skewness/asymmetry messes up
> > significance tests more than heavy tails.  I know I read this
> > somewhere long ago, and it seems to work pretty well.
>
> Interesting, I tried this using a simulation where I use a t-test on a
> chi-square distribution with 3 degrees of freedom, which is quite
> skewed, but the t-test seems to perform just fine:
>
> *----------------- begin example -------------
> set more off
>
> capture program drop sim
> program define sim, rclass
> 	drop _all
> 	set obs 500
> 	gen chi2 = rchi2(3)
> 	ttest chi2 = 3
> 	return scalar p = r(p)
> end
> simulate p=r(p), reps(50000): sim
> hist p
> gen sig  = p < .05
> sum sig
> *--------------- end exampele -------------------
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/