R help - Feb 2008 - Does the t.test in R uses Welch procedure or ordinary student t-test?

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On Thu, 2008-02-14 at 11:51 +0100, Kes Knave wrote:
> Dear all
> 
> I have run t.test(), and get a output similar to this:
> 
> t.test(extra ~ group, data = sleep)
> 
>         Welch Two Sample t-test
          ^^^^^
Pretty big hint don't you think?
> 
> data:  extra by group
> t = -1.8608, df = 17.776, p-value = 0.0794
> alternative hypothesis: true difference in means is not equal to 0
> 95 percent confidence interval:
> -3.3654832  0.2054832
> sample estimates:
> mean in group 1 mean in group 2
>            0.75            2.33
> 
> Should this be refered as a Welch procedure or ordinary student t-test?
> 
> Regards Kes
Please, Kes, read the help pages (written by volunteers giving of their
own free time) instead of expecting others to do this for you.

?t.test tells you what you want to know. This isn't that difficult to
find, is it? The posting guide asks you to do this before posting to the
list. If for no other reason than saving yourself time waiting for
replies, you should learn how to find out information for yourself in R,
and the posting guide shows you how.

G

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First, a clarification.  The subject line suggests that the
Welch procedure is not an ordinary student t-test.
That is incorrect.

There are two common two-sample t-tests:
	non-pooled variance (Welch version)
	pooled variance

I would refer to the non-pooled version just as a "two-sample t-test";
if you want to be definite, you could refer to Welch or non-pooled.

The other common t-test is the pooled-variance t-test.  In the old
days, the pooled-variance t-test was considered standard, but
statistics has shifted in favor of the non-pooled test being the
standard; someone using the pooled-variance version should note the
choice, and justify the choice (at least to him or her-self).

Also note that an F-test is often a poor way to justify pooling,
because it F-test is not robust against non-normality.  "To make a
preliminary test on variances is rather like putting to sea in a
rowing boat to find out whether conditions are sufficiently calm for
an ocean liner to leave port."  (G.E.P. Box, "Non-normality and tests
on variances", Biometrika, 40 (1953), pp 318-335, quote on page 333;
via from Moore & McCabe.

Tim Hesterberg
>Dear all
>
>I have run t.test(), and get a output similar to this:
>
>t.test(extra ~ group, data = sleep)
>
>        Welch Two Sample t-test
>
>data:  extra by group
>t = -1.8608, df = 17.776, p-value = 0.0794
>alternative hypothesis: true difference in means is not equal to 0
>95 percent confidence interval:
>-3.3654832  0.2054832
>sample estimates:
>mean in group 1 mean in group 2
>           0.75            2.33
>
>Should this be refered as a Welch procedure or ordinary student t-test?
>
>Regards Kes