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st: Fisher's exact test


From   Beatrice Crozza <[email protected]>
To   statalist <[email protected]>
Subject   st: Fisher's exact test
Date   Mon, 12 Sep 2011 17:52:05 +0100

Dear All,

I would like to compute the ratio between the mean trading volume
around announcements and the mean trading volume at the same time of
the day on non-announcement days.
I want than to test if these two means are significantly different at 5% level.

I read this post:
 http://www.ats.ucla.edu/stat/stata/whatstat/whatstat.htm
Since when there is the news I have only 5 obs, I want to use the
Fisher’s exact test.
However, I cannot use the command suggested with tabulate, because
they never happen together and for tabulate I have no observations.
Could you please help me?

Thank you very much,
Bea

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