[Gretl-users] Re: Question on "meantest" command

Am 05.12.2024 um 15:17 schrieb Artur T.: I also think it's the unpaired case (see below for more). Yes, it probably should be mentioned more explicitly. Actually, it doesn't feel very natural to have two series in the same dataset, so the observations (rows) are linked, but at the same time they are then interpreted as unpaired. But OK, I guess you can construct examples where it still makes sense. Not really. If two series x and y are paired, then all you have to do to test the differences is, well, calculate the difference! So just form d=x-y and continue from there, e.g. simply by running 'ols d const'. But yes, all this should be better explained somewhere. Some of this was discussed some years ago: https://gretlml.univpm.it/hyperkitty/list/gretl-devel@gretlml.univpm.it/t... - and that's also what prompted me to write the Friedman.gfn package back then. Yes; 'difftest' is nonparametric stuff, and 'meantest' is parametric/simple t-test. For the paired t-test, see above - I think only better documentation is needed for that. That would leave only the two contributed packages. To be honest, I'm skeptical that it's worth the effort, they are quite specialized. However, I agree it's easy to get confused there. I believe the 'meantest' command is very old and doesn't do much by today's standards. And the names 'meantest' and 'difftest' do not contain hints about the (non-) parametric nature. Perhaps one idea might be to subsume the t-test (meantest) as another option under 'difftest'. Example: meantest x y --unequal-vars # current syntax difftest x y --t-test --unequal-vars # possible new syntax cheers sven