Stata: estpost+ttest with "reverse" option?

Question

I currently struggle to apply the reverse option to my ttest .

Here is a toy example:

sysuse auto,clear
local varlist mpg price weight
eststo foreign: quietly estpost summarize `varlist' if foreign==0
eststo domestic: quietly estpost summarize `varlist' if foreign==1
eststo diff: quietly estpost ttest mpg, by(foreign) unequal **reverse**
esttab foreign domestic diff

The following works:

sysuse auto,clear
local varlist mpg price weight
eststo foreign: quietly estpost summarize `varlist' if foreign==0
eststo domestic: quietly estpost summarize `varlist' if foreign==1
eststo diff: quietly estpost ttest mpg, by(foreign) unequal reverse
esttab foreign domestic diff

Note:

ttest mpg, by(foreign) unequal reverse

works.

After reading the estpost documentation, it seems the package currently does not support the option.

Eventually, I need to create a table of ttests for about 20 variables and reverse the result for b/t. I'm vey thankful for workarounds!

Answer 1

You can do everything using regression like this (even in small samples):

  . sysuse auto, clear
(1978 automobile data)

. /* reverse t-test */
. ttest mpg, by(foreign) unequal reverse

Two-sample t test with unequal variances
------------------------------------------------------------------------------
   Group |     Obs        Mean    Std. err.   Std. dev.   [95% conf. interval]
---------+--------------------------------------------------------------------
 Foreign |      22    24.77273     1.40951    6.611187    21.84149    27.70396
Domestic |      52    19.82692     .657777    4.743297    18.50638    21.14747
---------+--------------------------------------------------------------------
Combined |      74     21.2973    .6725511    5.785503     19.9569    22.63769
---------+--------------------------------------------------------------------
    diff |            4.945804    1.555438                1.771556    8.120053
------------------------------------------------------------------------------
    diff = mean(Foreign) - mean(Domestic)                         t =   3.1797
H0: diff = 0                     Satterthwaite's degrees of freedom =  30.5463

    Ha: diff < 0                 Ha: diff != 0                 Ha: diff > 0
 Pr(T < t) = 0.9983         Pr(|T| > |t|) = 0.0034          Pr(T > t) = 0.0017

. /* calculate means */
. eststo means: qui reg mpg ibn.foreign, vce(hc2) nocons

. /* regression equivalent using robust veriance with a bias correction and t-test DoF */
. eststo diff: qui margins, dydx(foreign) df(`=scalar(df_t)') post

. esttab means diff, label se

----------------------------------------------------
                              (1)             (2)   
                     Mileage (m~)                   
----------------------------------------------------
Domestic                    19.83***            0   
                          (0.658)             (.)   

Foreign                     24.77***        4.946** 
                          (1.410)         (1.555)   
----------------------------------------------------
Observations                   74              74   
----------------------------------------------------
Standard errors in parentheses
* p<0.05, ** p<0.01, *** p<0.001