Date: Wed, 11 May 2005 08:52:28 -0700 Reply-To: gblockhart@YAHOO.COM Sender: "SAS(r) Discussion" From: gblockhart@YAHOO.COM Organization: http://groups.google.com Subject: Dependent sample difference in mean test Comments: To: sas-l@uga.edu Content-Type: text/plain; charset="iso-8859-1" I have two dependent samples with different numbers of observations. I need to know whether the means of the two samples are statistically different from each other. My sample_1 has approximately 800,000 observations. Sample_2 has approximately 130,000 observations. I have run a regression on sample_1 to generate coefficients. I then "fit" the coefficients from sample_1 to the characteristics of sample_2 observations. This gives me a predicted value for sample_2 based on sample_1 coefficients. I then calculate a residual by subtracting each sample_2 observation actual value from the predicted value (predicted from the sample_1 coefficients applied to the sample_2 characteristics). Then I take the mean of the residuals from sample_2. I repeat the process in the opposite, i.e., I run a regression on sample_2, get coefficients, then fit the coeffificients from sample_2 to the sample_1 characteristics. This generates a predicted value, which I subtract from each sample_1 actual - this generates the sample_1 residuals. I then take the mean sample_1 residual. I expect the sample_1 and sample_2 residuals to be of opposite sign. I need to test the difference in the mean residuals. I have two dependent samples (of residuals) and I have very different sample sizes (of residuals). I can make the assumption that they are perfectly negatively correlated and proceed with a t-test. Then assume that they are perfectly uncorrelated and proceed with a t-test. This will give me a range of t-stats for my test. But, I was hoping someone could help me with a stronger (or more direct) test. I'm afraid the range won't give strong enough results. So, this is a statistical theory question instead of a direct SAS question. Thanks.

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