Proc ttest with 253 classes

[finans_sas]

Dear Community Members,

I am interested in the statistical significance of the difference in means of two series. Below is how my data looks:

wday   trader_id    x         y

0          1             0.23    .

0          2             0.46    0.11

0          3               .        0.17

.

.

0         140           0.98     0.87

1         1              0.12     0.04

1         4              0.00     0.47

.

.

.

where wday ranges from 0 to 252. I want to calculate the mean of X and Y for each wday, and then test if the difference between the mean of X and mean of Y is statistically significant.

The final output should look like the following:

wday      (mean_x)  (mean_y)   (mean_x-mean_y)     t(mean_x-mean_y)  p(mean_x-mean_y)

0

1

2

.

.

252

I know how to calculate mean_x, mean_y, t-statistics and p-values via proc means, but I could not figure out how to get the same statistics (t and p) for the difference in means via proc ttest. I can code the formula in SAS, but I am wondering if there is already a built-function to do this (a simple formula is given on page two of: http://noether.uoregon.edu/~dps/243/Notes/notes20.pdf). It is important to keep in mind that x and y have different number of observations for most of wday and theoretically I am not allowed to take the difference between X and Y if one of them is missing (i.e. I cannot use x-y or sum(x,-y) )

Thank you for your time and help in advance.

Best

[data_null__]

PROC TTEST has a PAIRED statement and BY statement that work for the situation you describe.

[UrvishShah · Accepted solution]

I think you need to manipulate the results of Proc Ttest in order to achive desired output...

Proc sort data = test;

     by wday;

run;

proc means data = test noprint;

     var x y;

     by wday;

     output out = means mean(x) = mean(y) / autoname;

run;

ods output ttests = t_stat;

ods output statistics = other_stat;

/* If your samples that is X and Y are related */

proc ttest data = test;

      var x y;

      by wday;
run;

/* If your samples that is X and Y are related */

/* Based on the output you want, you need to use this Proc Ttest with PAIRED statement */

proc ttest data = test;

      paired x * y;

      by wday;

run;

ods output close;

/* If your X and Y are related */

proc sql;

     create table final_t_test as

     select a.wday,x_mean,y_mean,

               b.mean as mean_x_mean_y,

               c.probt as p_mean_x_mean_y

      from stat_mean as a,

             other_stat as b,

             t_stat as c

      where a.wday = b.wday = c.wday;

quit;

[finans_sas]

Thank you for your help. I very much appreciated it.

[UrvishShah]

I should say thanks to you as i got oppotunity to solve your query in SAS/Stat...

By the way nice to have discussion with you...

[sekhar9]

the dataset name is chandu that contains x y pro v variables requires data

2.5 4.2 dry 2

--------------

output from var x-v  and var x--v

how to get about two variables