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Re: st: Creating print-ready tables for one-sample t-tests


From   "Tim Streibel" <[email protected]>
To   [email protected]
Subject   Re: st: Creating print-ready tables for one-sample t-tests
Date   Thu, 06 Dec 2012 15:26:30 +0100

I am measuring abnormal stock returns, so I have a number of datasets consisting of thousands of abnormal returns (resulting from different models, holding periods etc) and then I am applying a convetional t-test (and also other manually coded tests) to check whether their mean significantly diverges from zero. Now I want to incorporate the means their test statistics and the resulting p-values (in form of stars if possible) into a table reporting these three values for a number of different settings (in e.g. 3 columns and 2-3 panels). So it's always the same variable, which was computed under different assumptions and therefore has different values. If you need more information just let me know what you need exactly?
Thanks

-------- Original-Nachricht --------
> Datum: Tue, 4 Dec 2012 18:01:04 -0500
> Von: Austin Nichols <[email protected]>
> An: [email protected]
> Betreff: Re: st: Creating print-ready tables for one-sample t-tests

> Tim Streibel <[email protected]>:
> What are the variables? Can you provide more context?
> 
> On Tue, Dec 4, 2012 at 5:22 PM, Tim Streibel <[email protected]> wrote:
> > Actually I am really using ttest variable==0 and I think it is
> appropriate due to several reasons (distribution, sample size and literature).
> However, I just want to create different tables which include some description
> in the first row and first column and is divided into several panels. I
> guess I should also mention that the table shall consist of means t-statistics
> and p-values (in form of stars) resulting from different ttests. I hope
> thats possible?
> >
> > -------- Original-Nachricht --------
> >> Datum: Mon, 3 Dec 2012 12:06:24 -0600
> >> Von: Rebecca Pope <[email protected]>
> >> An: [email protected]
> >> Betreff: Re: st: Creating print-ready tables for one-sample t-tests
> >
> >> -estout- may still work for you, but more detail on your question
> >> would be helpful here. E.g. are you using -ttest- against some
> >> particular value (my guess because that would be informative)? If so,
> >> this information can be saved in a matrix which -estout- can access.
> >> -estout-, by the way, is a user-written program (I assume -xml_tab- is
> >> too) and should be cited as such.
> >>
> >>
> >> Rebecca
> >>
> >>
> >>
> >> On Mon, Dec 3, 2012 at 11:18 AM, Tim Streibel <[email protected]>
> wrote:
> >> >
> >> > Hey all,
> >> >
> >> > I am experiencing the following problem: I want to present the
> results
> >> (mostly just means and the overall t-statistic (maybe also the
> resulting
> >> p-values) from one-sample t-tests) in a proper style as you can find
> them in
> >> journal articles.
> >> > However, I've only found commands doing that for regression like
> estout
> >> or xml_tab. Can you give me a tipp how to do that for t-tests?
> >> >
> >> > Thanks in advance!
> 
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