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Stata Textbook Examples
Statistical Methods for the Social Sciences by Alan Agresti and Barbra Finley
Chapter 7: Comparison of Two Groups

Some general comments. Because many of the examples in this chapter are computed from summary statistics we will be making extensive use of Stata's immediate commands. Each of these commands ends with the letter "i."
Section 7.1 uses large sample z-tests. Stata reports the small sample t-tests. For this example the results will be slightly different. The t-test results are acceptable in place of z-tests because they are more conservative.
Two-sample confidence interval for means, page 214; two-sample test comparing means, page 215.
ttesti 6764 32.6 18.2 4252 18.1 12.9

Two-sample t test with equal variances

------------------------------------------------------------------------------
         |     Obs        Mean    Std. Err.   Std. Dev.   [95% Conf. Interval]
---------+--------------------------------------------------------------------
       x |    6764        32.6     .221294        18.2    32.16619    33.03381
       y |    4252        18.1    .1978304        12.9    17.71215    18.48785
---------+--------------------------------------------------------------------
combined |   11016    27.00323    .1697512     17.8166    26.67049    27.33597
---------+--------------------------------------------------------------------
    diff |                14.5    .3201652                13.87242    15.12758 <- confidence interval
------------------------------------------------------------------------------
Degrees of freedom: 11014

                      Ho: mean(x) - mean(y) = diff = 0

     Ha: diff < 0               Ha: diff ~= 0              Ha: diff > 0
       t =  45.2891                t =  45.2891              t =  45.2891
   P < t =   1.0000          P > |t| =   0.0000          P > t =   0.0000
Two-sample confidence interval for proportions, page 218; two-sample test comparing proportions, page 220.
prtesti 1900 .14 345 .35

Two-sample test of proportion                      x: Number of obs =     1900
                                                   y: Number of obs =      345

------------------------------------------------------------------------------
Variable |      Mean    Std. Err.       z     P>|z|       [95% Conf. Interval]
---------+--------------------------------------------------------------------
       x |       .14    .0079604    17.587   0.0000       .1243978    .1556022
       y |       .35    .0256792   13.6297   0.0000       .2996697    .4003303
---------+--------------------------------------------------------------------
    diff |      -.21    .0268847                         -.2626931   -.1573069  <- confidence interval
         |  under Ho:    .022099  -9.50269   0.0000
------------------------------------------------------------------------------

               Ho: proportion(x) - proportion(y) = diff = 0

       Ha: diff < 0            Ha: diff ~= 0             Ha: diff > 0
        z = -9.503               z = -9.503               z = -9.503
    P < z =  0.0000        P > |z| =  0.0000          P > z =  1.0000
Two-group t-test, page 223.
ttesti 3 20 10 3 40 8.66

Two-sample t test with equal variances

------------------------------------------------------------------------------
         |     Obs        Mean    Std. Err.   Std. Dev.   [95% Conf. Interval]
---------+--------------------------------------------------------------------
       x |       3          20    5.773503          10   -4.841377    44.84138
       y |       3          40    4.999853        8.66    18.48737    61.51263
---------+--------------------------------------------------------------------
combined |       6          30    5.627288    13.78398    15.53459    44.46541
---------+--------------------------------------------------------------------
    diff |                 -20     7.63753               -41.20518    1.205183
------------------------------------------------------------------------------
Degrees of freedom: 4

                      Ho: mean(x) - mean(y) = diff = 0

     Ha: diff < 0               Ha: diff ~= 0              Ha: diff > 0
       t =  -2.6186                t =  -2.6186              t =  -2.6186
   P < t =   0.0294          P > |t| =   0.0589          P > t =   0.9706

ttesti 3 20 10 3 40 8.66, unequal

Two-sample t test with unequal variances

------------------------------------------------------------------------------
         |     Obs        Mean    Std. Err.   Std. Dev.   [95% Conf. Interval]
---------+--------------------------------------------------------------------
       x |       3          20    5.773503          10   -4.841377    44.84138
       y |       3          40    4.999853        8.66    18.48737    61.51263
---------+--------------------------------------------------------------------
combined |       6          30    5.627288    13.78398    15.53459    44.46541
---------+--------------------------------------------------------------------
    diff |                 -20     7.63753               -41.37702    1.377019
------------------------------------------------------------------------------
Satterthwaite's degrees of freedom:  3.91997

                      Ho: mean(x) - mean(y) = diff = 0

     Ha: diff < 0               Ha: diff ~= 0              Ha: diff > 0
       t =  -2.6186                t =  -2.6186              t =  -2.6186
   P < t =   0.0301          P > |t| =   0.0601          P > t =   0.9699
Table 7.3, page 224.
ttesti 3 20 10 3 40 8.66

Two-sample t test with equal variances

------------------------------------------------------------------------------
         |     Obs        Mean    Std. Err.   Std. Dev.   [95% Conf. Interval]
---------+--------------------------------------------------------------------
       x |       3          20    5.773503          10   -4.841377    44.84138
       y |       3          40    4.999853        8.66    18.48737    61.51263
---------+--------------------------------------------------------------------
combined |       6          30    5.627288    13.78398    15.53459    44.46541
---------+--------------------------------------------------------------------
    diff |                 -20     7.63753               -41.20518    1.205183
------------------------------------------------------------------------------
Degrees of freedom: 4

                      Ho: mean(x) - mean(y) = diff = 0

     Ha: diff < 0               Ha: diff ~= 0              Ha: diff > 0
       t =  -2.6186                t =  -2.6186              t =  -2.6186
   P < t =   0.0294          P > |t| =   0.0589          P > t =   0.9706
   
ttesti 3 20 10 3 40 8.66, unequal

Two-sample t test with unequal variances

------------------------------------------------------------------------------
         |     Obs        Mean    Std. Err.   Std. Dev.   [95% Conf. Interval]
---------+--------------------------------------------------------------------
       x |       3          20    5.773503          10   -4.841377    44.84138
       y |       3          40    4.999853        8.66    18.48737    61.51263
---------+--------------------------------------------------------------------
combined |       6          30    5.627288    13.78398    15.53459    44.46541
---------+--------------------------------------------------------------------
    diff |                 -20     7.63753               -41.37702    1.377019
------------------------------------------------------------------------------
Satterthwaite's degrees of freedom:  3.91997

                      Ho: mean(x) - mean(y) = diff = 0

     Ha: diff < 0               Ha: diff ~= 0              Ha: diff > 0
       t =  -2.6186                t =  -2.6186              t =  -2.6186
   P < t =   0.0301          P > |t| =   0.0601          P > t =   0.9699
Table 7.4, page 225.
input mother idenity freq
1 1 2
1 2 23
2 1 0
2 2 20
end

tabulate mother idenity [fw=freq], exact

           |        idenity
    mother |         1          2 |     Total
-----------+----------------------+----------
         1 |         2         23 |        25 
         2 |         0         20 |        20 
-----------+----------------------+----------
     Total |         2         43 |        45 

           Fisher's exact =                 0.495
   1-sided Fisher's exact =                 0.303
Table 7.6, page 229.
ttesti 3 -20 5 0

One-sample t test

------------------------------------------------------------------------------
         |     Obs        Mean    Std. Err.   Std. Dev.   [95% Conf. Interval]
---------+--------------------------------------------------------------------
       x |       3         -20    2.886751           5   -32.42069   -7.579311
------------------------------------------------------------------------------
Degrees of freedom: 2

                               Ho: mean(x) = 0

     Ha: mean < 0               Ha: mean ~= 0              Ha: mean > 0
       t =  -6.9282                t =  -6.9282              t =  -6.9282
   P < t =   0.0101          P > |t| =   0.0202          P > t =   0.9899
McNemar's test, page 231. Agresti and Finley reports McNemar's test as a z-test while Stata reports it as a chi-square. With 1 degree of freedom chi-square equals z-squared.
mcci 292 25 14 9

                 | Controls               |
Cases            |   Exposed   Unexposed  |     Total
-----------------+------------------------+----------
         Exposed |       292          25  |       317
       Unexposed |        14           9  |        23
-----------------+------------------------+----------
           Total |       306          34  |       340

McNemar's chi2(1) =      3.10    Prob > chi2 = 0.0782
Exact McNemar significance probability       = 0.1081

Proportion with factor
        Cases       .9323529
        Controls          .9     [95% Conf. Interval]
                   ---------     --------------------
        difference  .0323529     -.0064235   .0711294
        ratio       1.035948      .9960248   1.077471
        rel. diff.  .3235294      .0274379   .6196209

        odds ratio  1.785714      .8931865   3.715968   (exact)

display 1.76^2
3.0976

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