Re: [R] two-sample mean difference

From: Rolf Turner <r.turner_at_auckland.ac.nz>
Date: Tue, 06 May 2008 11:38:14 +1200

On 6/05/2008, at 11:19 AM, <dmoutopo_at_in.gr> <dmoutopo_at_in.gr> wrote:

> Dear list,
>
> I have a time-series Y of length n which has significant auto-
> correlation at lag 1, as indicated by acf plots.
> According to certain criteria, I have defined two groups of
> observations n1 and n2. The objective is to estimate the difference
> of the means between these groups and test for significance. The
> problem is how to correct for auto-correlation within the groups.
> I guess one way would be to delete consecutive observations within
> the groups?
> Could maybe bootstrap, without resampling, be another option?
> In that case, could I use twot. permutation ( ) function of DAAG
> package? How would it be possible to obtain the SE of the difference?

It seems to me that your ideas are rather inchoate. You need to get a more clearly
formulated model for the structure of the time series. Is it stationary? If not,
then autocorrelation is not directly meaningful. If so, then the mean is constant,
and the means of any ``groups'' will be the same.

If your model is properly formulated, then the question of what software to use to
analyze the data usually answers itself.

        cheers,

                Rolf Turner

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