[Carlo Lazzaro]

Ankit:
as an aside to Andrew's excellent reply, you may want to consider -lincom- after -regress- (standard errors will differ from the one calculated via -ttest-, though. This very old Stata thread explains why):

use "C:\Program Files\Stata18\ado\base\a\auto.dta"
. ttest mpg if inlist(rep78, 1, 2), by(rep78) unequal

Two-sample t test with unequal variances
------------------------------------------------------------------------------
   Group |     Obs        Mean    Std. err.   Std. dev.   [95% conf. interval]
---------+--------------------------------------------------------------------
       1 |       2          21           3    4.242641   -17.11861    59.11861
       2 |       8      19.125    1.328768    3.758324    15.98296    22.26704
---------+--------------------------------------------------------------------
Combined |      10        19.5    1.166667    3.689324    16.86082    22.13918
---------+--------------------------------------------------------------------
    diff |               1.875    3.281101               -19.43346    23.18346
------------------------------------------------------------------------------
    diff = mean(1) - mean(2)                                      t =   0.5715
H0: diff = 0                     Satterthwaite's degrees of freedom =  1.42302

    Ha: diff < 0                 Ha: diff != 0                 Ha: diff > 0
 Pr(T < t) = 0.6776         Pr(|T| > |t|) = 0.6447          Pr(T > t) = 0.3224

. lincom _b[1b.rep78]-_b[2.rep78]

 ( 1)  1b.rep78 - 2.rep78 = 0

------------------------------------------------------------------------------
         mpg | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
-------------+----------------------------------------------------------------
         (1) |      1.875   4.181884     0.45   0.655    -6.479274    10.22927
------------------------------------------------------------------------------

.

[Ankit Bhardwaj]

Ankit:

 use "C:\Program Files\Stata18\ado\base\a\auto.dta"
(1978 automobile data)

. gen butler=0 if rep78==3


. replace butler=1 if rep78==4

. ttest price, by(butler) unequal

Two-sample t test with unequal variances
------------------------------------------------------------------------------
Group | Obs Mean Std. err. Std. dev. [95% conf. interval]
---------+--------------------------------------------------------------------
0 | 30 6429.233 643.5995 3525.14 5112.924 7745.542
1 | 18 6071.5 402.9585 1709.608 5221.332 6921.668
---------+--------------------------------------------------------------------
Combined | 48 6295.083 427.0852 2958.933 5435.899 7154.268
---------+--------------------------------------------------------------------
diff | 357.7333 759.3392 -1172.108 1887.574
------------------------------------------------------------------------------
diff = mean(0) - mean(1) t = 0.4711
H0: diff = 0 Satterthwaite's degrees of freedom = 44.5217

Ha: diff < 0 Ha: diff != 0 Ha: diff > 0
Pr(T < t) = 0.6801 Pr(|T| > |t|) = 0.6399 Pr(T > t) = 0.3199

.

Thanks sir

[Ankit Bhardwaj]

To add to Carlo's illustration, note that the t-test is a pairwise test, so you cannot have a larger sample than that implied by two groups. In a situation with more than two groups, you need to use the -if- qualifier, as the following example illustrates.

sysuse auto, clear
*1 vs. 2
ttest mpg if inlist(rep78, 1, 2), by(rep78)

*1 vs. 4
ttest mpg if inlist(rep78, 1, 4), by(rep78)

Res.:

. *1 vs. 2

.
. ttest mpg if inlist(rep78, 1, 2), by(rep78)

Two-sample t test with equal variances
------------------------------------------------------------------------------
Group | Obs Mean Std. err. Std. dev. [95% conf. interval]
---------+--------------------------------------------------------------------
1 | 2 21 3 4.242641 -17.11861 59.11861
2 | 8 19.125 1.328768 3.758324 15.98296 22.26704
---------+--------------------------------------------------------------------
Combined | 10 19.5 1.166667 3.689324 16.86082 22.13918
---------+--------------------------------------------------------------------
diff | 1.875 3.021731 -5.093125 8.843125
------------------------------------------------------------------------------
diff = mean(1) - mean(2) t = 0.6205
H0: diff = 0 Degrees of freedom = 8

Ha: diff < 0 Ha: diff != 0 Ha: diff > 0
Pr(T < t) = 0.7239 Pr(|T| > |t|) = 0.5522 Pr(T > t) = 0.2761

.
.
.
. *1 vs. 4

.
. ttest mpg if inlist(rep78, 1, 4), by(rep78)

Two-sample t test with equal variances
------------------------------------------------------------------------------
Group | Obs Mean Std. err. Std. dev. [95% conf. interval]
---------+--------------------------------------------------------------------
1 | 2 21 3 4.242641 -17.11861 59.11861
4 | 18 21.66667 1.16316 4.93487 19.21261 24.12072
---------+--------------------------------------------------------------------
Combined | 20 21.6 1.067215 4.77273 19.36629 23.83371
---------+--------------------------------------------------------------------
diff | -.6666667 3.651484 -8.338149 7.004816
------------------------------------------------------------------------------
diff = mean(1) - mean(4) t = -0.1826
H0: diff = 0 Degrees of freedom = 18

Ha: diff < 0 Ha: diff != 0 Ha: diff > 0
Pr(T < t) = 0.4286 Pr(|T| > |t|) = 0.8572 Pr(T > t) = 0.5714

Thanks