目的是用t test想求两组样本是否significantly different, 但是样本都有自己的distribution,不具可比性。(在我的情况,normal distribution都没有达到)
学术文章建议的方法 是随机选取两组样本中的样本,求差。重复1000次,求的一个normal distribution的差的样本,然后求t test
原文如下
test for differences in each metric using a t-test based on
the empirical distribution of the differences. Specifically, for each test, we
first randomly select, with replacement, firm observations that we assign to
one or the other type of firm, depending on the test. For example, when
comparing IAS firms and NIAS firms, we assign firm observations as either
IAS or NIAS firms. We then calculate the difference between the two types
of firms in the metric that is the subject of the particular test. We obtain
the empirical distribution of this difference by repeating this procedure
1,000 times.
求教如何在stata 实现,最好能有具体的方法。谢谢!