Pairwise comparisons of means with unequal variances in Stata

Felix Bittmann and Daniel Klein
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Felix Bittmann: LIFBI

German Stata Conference 2025 from Stata Users Group

Abstract: Researchers often want to mitigate the increased risk of type I errors that arises from multiple pairwise comparisons of means. Stata provides seven methods to adjust the corresponding confidence intervals and p-values. However, four of these methods assume equal sample sizes, variances, or both, and none explicitly addresses unequal variances, which might pose limitations on applied research. In this presentation, we briefy review how the implemented methods modify the significance level or obtain critical values from alternative distributions to adjust for multiple comparisons. We then discuss three methods that explicitly account for unequal variances by making additional adjustments to standard errors and degrees of freedom. Finally, we (re)introduce the pwmc command in Stata, which implements these three methods, and compare their performance using a Monte Carlo simulation.

Date: 2025-04-26
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http://repec.org/dsug2025/Germany25_Klein.pdf

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Persistent link: https://EconPapers.repec.org/RePEc:boc:dsug25:03

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