Hi
i have a question regarding the t-test for comparing the means of two independent samples:
I have a time series of stock returns with 3000 observations and 2 subgroups of firms for which I'd like to test the difference in means.
If I do this in Eviews with the function "tests by classification" ->"mean", do I first need to ensure that the populations are normally distributed and have equal standard deviations (as statistics books claim for most t-test methods)?
What if this is not the case, is there still a way to perform the t-test in Eviews?
Thanks for any help!
T-test in Eviews
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EViews Gareth
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Re: T-test in Eviews
The Mean test for equality outputs a number of different test statistics, at least one of which allows for different variances.
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