代码
import stata_setup
stata_setup.config('C:/Program Files/Stata18', 'mp', splash=False)07-t检验（t-test）
0.1 数据导入
代码
%%stata
webuse auto.dta, clear(1978 automobile data)1 单样本 t 检验(one-sample t-test)
交互页面的操作更为简单和直观，直接选择数据集和变量即可。
当然通过代码也可以实现相同的功能，但是相对而言更考验用户的代码功底、统计知识储备和对数据的理解。
代码
%%stata
ttest price == 6000
One-sample t test
------------------------------------------------------------------------------
Variable | Obs Mean Std. err. Std. dev. [95% conf. interval]
---------+--------------------------------------------------------------------
price | 74 6165.257 342.8719 2949.496 5481.914 6848.6
------------------------------------------------------------------------------
mean = mean(price) t = 0.4820
H0: mean = 6000 Degrees of freedom = 73
Ha: mean < 6000 Ha: mean != 6000 Ha: mean > 6000
Pr(T < t) = 0.6844 Pr(|T| > |t|) = 0.6313 Pr(T > t) = 0.3156语法：
ttest varname == # [if] [in] [,level(#)] [by(varname)]varname：要进行 t 检验的变量名#：要进行 t 检验的值if：条件语句，表示只对满足条件的观测进行 t 检验in：表示只对数据集中的某些观测进行 t 检验level(#)：置信水平，默认值为 95%，可以设置#为 90%、95% 或 99%by：分组变量，表示对不同组进行 t 检验
1.1 独立样本 t 检验 (two-samples t-test)
语法：
ttest varname, by(groupvar) [if] [in] [,level(#)]代码
%%stata
ttest price, by(foreign)
Two-sample t test with equal variances
------------------------------------------------------------------------------
Group | Obs Mean Std. err. Std. dev. [95% conf. interval]
---------+--------------------------------------------------------------------
Domestic | 52 6072.423 429.4911 3097.104 5210.184 6934.662
Foreign | 22 6384.682 558.9942 2621.915 5222.19 7547.174
---------+--------------------------------------------------------------------
Combined | 74 6165.257 342.8719 2949.496 5481.914 6848.6
---------+--------------------------------------------------------------------
diff | -312.2587 754.4488 -1816.225 1191.708
------------------------------------------------------------------------------
diff = mean(Domestic) - mean(Foreign) t = -0.4139
H0: diff = 0 Degrees of freedom = 72
Ha: diff < 0 Ha: diff != 0 Ha: diff > 0
Pr(T < t) = 0.3401 Pr(|T| > |t|) = 0.6802 Pr(T > t) = 0.65991.2 两个变量的比较
1.2.1 非配对样本
ttest var1 == var2 [if] [in] ,unpaired [level(#)]代码
%%stata
webuse fuel.dta, clear
ttest mpg1 == mpg2, unpaired
. webuse fuel.dta, clear
. ttest mpg1 == mpg2, unpaired
Two-sample t test with equal variances
------------------------------------------------------------------------------
Variable | Obs Mean Std. err. Std. dev. [95% conf. interval]
---------+--------------------------------------------------------------------
mpg1 | 12 21 .7881701 2.730301 19.26525 22.73475
mpg2 | 12 22.75 .9384465 3.250874 20.68449 24.81551
---------+--------------------------------------------------------------------
Combined | 24 21.875 .6264476 3.068954 20.57909 23.17091
---------+--------------------------------------------------------------------
diff | -1.75 1.225518 -4.291568 .7915684
------------------------------------------------------------------------------
diff = mean(mpg1) - mean(mpg2) t = -1.4280
H0: diff = 0 Degrees of freedom = 22
Ha: diff < 0 Ha: diff != 0 Ha: diff > 0
Pr(T < t) = 0.0837 Pr(|T| > |t|) = 0.1673 Pr(T > t) = 0.9163
. 1.2.2 配对样本 t 检验 (paired t-test)
语法：
ttest var1 == var2 [if] [in] ,[level(#)]代码
%%stata
webuse fuel.dta, clear
ttest mpg1 == mpg2
. webuse fuel.dta, clear
. ttest mpg1 == mpg2
Paired t test
------------------------------------------------------------------------------
Variable | Obs Mean Std. err. Std. dev. [95% conf. interval]
---------+--------------------------------------------------------------------
mpg1 | 12 21 .7881701 2.730301 19.26525 22.73475
mpg2 | 12 22.75 .9384465 3.250874 20.68449 24.81551
---------+--------------------------------------------------------------------
diff | 12 -1.75 .7797144 2.70101 -3.46614 -.0338602
------------------------------------------------------------------------------
mean(diff) = mean(mpg1 - mpg2) t = -2.2444
H0: mean(diff) = 0 Degrees of freedom = 11
Ha: mean(diff) < 0 Ha: mean(diff) != 0 Ha: mean(diff) > 0
Pr(T < t) = 0.0232 Pr(|T| > |t|) = 0.0463 Pr(T > t) = 0.9768
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