Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Group-mean equality test
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: Group-mean equality test
Date
Wed, 10 Aug 2011 16:24:19 +0100
An appropriate t-test will depend on a appropriate model for the
generating process. As the data are time series, trend and various
kinds of dependence should be considered. Applying a standard t-test
as if the data were independent within 5 year blocks is at your peril.
Nick
On Wed, Aug 10, 2011 at 4:14 PM, lreine ycenna <[email protected]> wrote:
> Hi All,
> I am looking for an easier way to calculate the mean values for each
> of my variables for different time horizons (e.g. variable x from
> 1985-1990, 1991-1996..etc) and at the same time test the signficance
> (t-stats) for the changes between the means for these periods within
> each variable itself. I manage to go from egen meanedu= mean(edu) if
> year < 1991 & year > 1979 & country==GBR. and the same for the next 5
> year period..etc. Though this only gives me the mean values for the
> time periods wanted, how do I then test the significance for the
> changes using ttest?
>
>
> year code edu
> 1973 GBR 0.6096253
> 1974 GBR 0.5443353
> 1975 GBR 0.5181908
> 1976 GBR 0.3762168
> 1977 GBR 0.5183734
> 1978 GBR 0.3920778
> 1979 GBR 0.4526944
> 1980 GBR 0.4694474
> 1981 GBR 0.3979259
> 1982 GBR 0.3916153
> 1983 GBR 0.2517771
> 1984 GBR 0.2545344
> 1985 GBR 0.2207009
> 1986 GBR 0.1595718
> 1987 GBR 0.30558
> 1988 GBR 0.2499627
> 1989 GBR 0.4576487
> 1990 GBR 0.5781643
> 1991 GBR 0.5855764
> 1992 GBR 0.4679879
> 1993 GBR 0.3789743
> 1994 GBR 0.6381156
> 1995 GBR 0.6055152
> 1996 GBR 0.4644643
> 1997 GBR 0.195214
> 1998 GBR 0.2751569
> 1999 GBR 0.4539562
> 2000 GBR 0.46502
>
*
* 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/