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st: joint test for group mean compariston tests


From   Lloyd Dumont <[email protected]>
To   [email protected]
Subject   st: joint test for group mean compariston tests
Date   Thu, 8 Oct 2009 07:47:41 -0700 (PDT)

Hello.  I am using -ttest- in combination with -bys- to do group mean comparison tests by the variable YEAR.  Specifically, the command is...

bys YEAR: ttest REV if inlist(TYPE,1,3), by(TYPE)

My issue is this:
It does the test three separate times, i.e., for each value of YEAR.  That is perfect.  But, aside from generating three separate t-tests for the difference-in-means, is there a way for me to evaluate the three tests jointly, with a single test statistic?  In other words, let's say that for 2 of the 3 years, I can reject the null.  But, I cannot reject the null for the 3rd year.  Can I test the joint hypothesis that I can reject the null across the 3 years?

Thanks.  Lloyd.


      
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