T Tests and Wilcoxon Tests

[Qazi Qureshi]

Hello Members

I had been working on EViews for some time, I shifted to Stata now, since I am new, I have been trying to calculate T and Wilcoxon Tests of Difference (of two variables).
I have about 24 different variables. VarA VarB VarC VarD and Var1 to Var20.

I need to calculate T and Wilcoxon tests in this way:

VarA = Var1
VarB = Var2
VarC= Var3
VarD = Var4

VarA = Var5
VarB = Var6
VarC = Var7
VarD = Var8

and so on to

VarA = Var17
VarB = Var18
VarC = Var19
VarD = Var20

I need to do it for both tests and it will take a lot of time to do for both tests. And I also need to export these results to Excel or Word. The important results I need from these tests is the T and Z values, means and its differences and P value.

I am simply using command for T-Test:
ttest VarA=Var1 if sample_common==1 // for common sample
and for Wilcoxon:
signrank VarA=Var1 if sample_common==1

I did it in EViews and it took days. Can anyone please help me in this matter for Stata. Any help will be highly appreciated.

PS: I have other names for these variables on my Stata files. but if I needed to apply loop and if I had to change the names, I would.

Many thanks in advance
Qureshi Qazi

[Marcos Almeida]

You may try something like:

set obs 20
gen VarA = rnormal(18,2)
gen VarB = rnormal(20,1)
gen Var1 = rnormal(25,4)
gen Var2 = rnormal(30, 3)
foreach var1 of varlist VarA VarB {
foreach var2 of varlist Var1 Var2 {
ttest `var2' = `var1'
signrank `var2' = `var1'
}
}

Hopefully that helps.

[Qazi Qureshi]

You may try something like:

set obs 20
gen VarA = rnormal(18,2)
gen VarB = rnormal(20,1)
gen Var1 = rnormal(25,4)
gen Var2 = rnormal(30, 3)
foreach var1 of varlist VarA VarB {
foreach var2 of varlist Var1 Var2 {
ttest `var2' = `var1'
signrank `var2' = `var1'
}
}

Hopefully that helps.

Thank you so much for you reply.
But I honestly don't understand the code and also didn't get the desired results.
The first error I had is the number of observations.
I have total observations of 19393 out of which I have 3483 of common sample.
I can't set observations to 20.
Second, I have to make the tests between:

VarA = Var1
VarB = Var2

VarA to VarD is different set of variables and Var1 to Var20 is different.

And plus, I need to export these results to Excel or Word also.

I definitely appreciate your reply, but I'll be very grateful if you could be more precise to my query.

Many thanks!
Qureshi

[Marcos Almeida]

You didn’t share data, albeit the FAQ recommendation on this. Therefore, since I wished to help you, I decided to do the extra effort and create data.

This is a code. It applies to the variables I created. You must start with your dataset by typing from ‘foreach’.

You’re also supposed to edit the name of the variables. For example, if you also have VarC , you add it in the code.


Hopefully it is clear now.

[Marcos Almeida]

To export the results to Excel, you may start by typing- help putexcel - for that matter.

[Marcos Almeida]

Last but not least, shall you fail to understand the code, particularly the first lines, I fear you should start from the beginning and have an introductory grasp of Stata’s fundamental commands, then read about loops before delving with programming multiple comparisons. There is no point in bypassing these crucial steps. Learning the basics is utterly rewarding for everyone.

[Qazi Qureshi]

You didn’t share data, albeit the FAQ recommendation on this. Therefore, since I wished to help you, I decided to do the extra effort and create data.

This is a code. It applies to the variables I created. You must start with your dataset by typing from ‘foreach’.

You’re also supposed to edit the name of the variables. For example, if you also have VarC , you add it in the code.


Hopefully it is clear now.

I am sorry but I tried to be clearer with my first post. And I highly appreciate your efforts and thank you for you help.

Yes I understand, I am attaching the dataset:

Name	Data_Year	VarA	VarB	VarC	VarD	Var1	Var2	Var3	Var4	Var5	Var6	Var7	Var8	Var9	Var10	Var11	Var12	Var13	Var14	Var15	Var16	Var17	Var18	Var19	Var20
3Com Corp	2006	0.0637458	0.0896972	0.069065	0.0902528	0.236254	0.2103027	0.2309349	0.2097471	0.2827731	0.2568218	0.277454	0.2562662	0.033385	0.0074336	0.0280658	0.006878	0.2001381	0.2260894	0.2054572	0.226645	0.1597777	0.1857291	0.1650969	0.1862847
3Com Corp	2007	0.1697762	0.1937015	0.1685596	0.1953236	0.2145254	0.2384507	0.2133089	0.2400729	0.1668212	0.1907465	0.1656047	0.1923687	0.0417864	0.0657117	0.0405699	0.0673339	0.2927838	0.3167091	0.2915672	0.3183312	0.2021317	0.226057	0.2009151	0.2276791
3Com Corp	2008	0.017677	0.0154646	0.0193363	0.034823	0.0302582	0.0280458	0.0319175	0.0474042	0.0334074	0.0311951	0.0350667	0.0505535	0.0474686	0.0452562	0.0491279	0.0646146	0.0000398	0.0022522	0.0016195	0.0171062	0.0807175	0.0785051	0.0823768	0.0978635
3Com Corp	2009	0.146232	0	0.1535088	0	0.146232	0	0.1535088	0	0.146232	0	0.1535088	0	0.146232	0	0.1535088	0	0.146232	0	0.1535088	0	0.146232	0	0.1535088	0
3D Systems Corporation	2006	0.039646	0.0002017	0.0490905	0.0002017	0.0376315	0.0018129	0.047076	0.0018129	0.0235296	0.0159147	0.0329742	0.0159147	0.0043535	0.0437978	0.005091	0.0437978	0.0879061	0.0484617	0.0973506	0.0484617	0.0714036	0.0319593	0.0808481	0.0319593
3D Systems Corporation	2007	0.0022994	0.0048056	0.0022994	0.0048056	0.0096738	0.0071676	0.0096738	0.0071676	0.0152432	0.012737	0.0152432	0.012737	0.0244391	0.0219328	0.0244391	0.0219328	0.0278582	0.025352	0.0278582	0.025352	0.0385958	0.0411021	0.0385958	0.0411021
3D Systems Corporation	2008	0.0067805	0.001923	0.0067805	0.001923	0.0064265	0.001569	0.0064265	0.001569	0.0054388	0.0005812	0.0054388	0.0005812	0.0339265	0.029069	0.0339265	0.029069	0.0109098	0.0060523	0.0109098	0.0060523	0.0026519	0.0075094	0.0026519	0.0075094
3D Systems Corporation	2009	0.0130916	0.0003427	0.0135114	0.0003427	0.0478432	0.0344089	0.048263	0.0344089	0.0323219	0.0188876	0.0327417	0.0188876	0.0155388	0.0289731	0.015119	0.0289731	0.0650194	0.0515851	0.0654392	0.0515851	0.0553274	0.0418931	0.0557472	0.0418931
3D Systems Corporation	2010	0.010409	0.0018122	0.010409	0.0015592	0.0828836	0.0742869	0.0828836	0.0740339	0.0704323	0.0618355	0.0704323	0.0615825	0.0550714	0.0636682	0.0550714	0.0639212	0.0486886	0.0400919	0.0486886	0.0398389	0.0050111	0.0035856	0.0050111	0.0038386
3D Systems Corporation	2011	0.0021588	0.0008885	0.0001263	0.0007615	0.0038179	0.0025476	0.0017854	0.0024206	0.0023259	0.0035963	0.0043584	0.0037233	0.0009045	0.0021748	0.002937	0.0023018	0.0282751	0.0270048	0.0262426	0.0268778	0.0107271	0.0119974	0.0127596	0.0121244
3D Systems Corporation	2012	0.0348778	0.0360737	0.0345306	0.0362667	0.0452219	0.0464179	0.0448748	0.0466108	0.0459809	0.0471769	0.0456337	0.0473698	0.0273963	0.0285923	0.0270491	0.0287852	0.0241105	0.0253064	0.0237633	0.0254993	0.0527293	0.0539253	0.0523821	0.0541182
3D Systems Corporation	2013	0.0146457	0.0113136	0.0146691	0.0112951	0.021642	0.0183099	0.0216654	0.0182914	0.0213064	0.0179744	0.0213298	0.0179559	0.0020182	0.0053502	0.0019948	0.0053687	0.0114132	0.0080812	0.0114366	0.0080627	0.0257735	0.0224415	0.0257969	0.022423
3D Systems Corporation	2014	0.0068145	0.0063499	0.0067499	0.0063733	0.0076736	0.007209	0.007609	0.0072324	0.0064856	0.0060211	0.0064211	0.0060445	0.0001081	0.0005727	0.0001726	0.0005493	0.0084079	0.0079433	0.0083433	0.0079667	0.013846	0.0133814	0.0137814	0.0134048
3D Systems Corporation	2015	0.1813983	0.1863056	0.1819054	0.1863167	0.2062616	0.2111689	0.2067686	0.21118	0.1640407	0.1689479	0.1645477	0.168959	0.1426128	0.14752	0.1431198	0.1475311	0.2045289	0.2094362	0.205036	0.2094473	0.2101264	0.2150337	0.2106335	0.2150448
3D Systems Corporation	2016	0.0915455	0.092522	0.0915455	0.0926962	0.0569675	0.057944	0.0569675	0.0581183	0.0423561	0.0433326	0.0423561	0.0435068	0.068536	0.0695125	0.068536	0.0696867	0.0179263	0.0189028	0.0179263	0.019077	0.2386377	0.2396142	0.2386377	0.2397884

Now, with this dataset, I have 24 variables and many more observations. Upto 19393.
I have to apply T Test and Wilcoxon.
I'll try to edit your code for VarC and VarD

Thank you so much
Qureshi

[Qazi Qureshi]

Last but not least, shall you fail to understand the code, particularly the first lines, I fear you should start from the beginning and have an introductory grasp of Stata’s fundamental commands, then read about loops before delving with programming multiple comparisons. There is no point in bypassing these crucial steps. Learning the basics is utterly rewarding for everyone.

Yes, I believe I haven't done basics of Stata, so maybe I should start working on the basics.

Many thanks
Qureshi