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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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