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st: RE: joint test for group mean compariston tests


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: joint test for group mean compariston tests
Date   Thu, 8 Oct 2009 15:55:20 +0100

How best to do this is controversial, but I think many statistical
people would expect you to recast your problem as one for -anova- or
-oneway- followed by whatever tests you think best.  I don't think lots
of pairwise t-tests win widespread approval. 

However, only you can say whether and in what sense the years are
independent. Perhaps this should be a repeated measures ANOVA. 

Nick 
[email protected] 

Lloyd Dumont

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?

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