Hi, Typical things you read when new to stats are cautions about using a t-statistic when comparing independent samples. You are steered toward a pooled test or welch's approximation of the degrees of freedom in order to make the distribution a t-distribution. However, most texts give no information why you have to do this. So I thought I try a little experiment which is outlined here. Distrubtion of differences of independent samples <http://msemac.redwoods.edu/~darnold/math15/R/chapter11/DistributionForTwoIndependentSamplesPartII.html> As you can see in the above link, I see no evidence why you need a pooled or Welch's in these images. Anyone care to comment? Or should I put this on Stack Exchange? D. -- View this message in context: http://r.789695.n4.nabble.com/t-statistic-for-independent-samples-tp4664553.html Sent from the R help mailing list archive at Nabble.com.
On 04/17/2013 06:24 PM, David Arnold wrote:> Hi, > > Typical things you read when new to stats are cautions about using a > t-statistic when comparing independent samples. You are steered toward a > pooled test or welch's approximation of the degrees of freedom in order to > make the distribution a t-distribution. However, most texts give no > information why you have to do this. > > So I thought I try a little experiment which is outlined here. > > Distrubtion of differences of independent samples > <http://msemac.redwoods.edu/~darnold/math15/R/chapter11/DistributionForTwoIndependentSamplesPartII.html> > > As you can see in the above link, I see no evidence why you need a pooled or > Welch's in these images. > > Anyone care to comment? Or should I put this on Stack Exchange? > > D.Admittedly, I just skimmed the page, but one thing stands out. Your standard deviations are really quite close to each other. Try your simulations again with variance ratios exceeding 2 and see what happens. -- Kevin E. Thorpe Head of Biostatistics, Applied Health Research Centre (AHRC) Li Ka Shing Knowledge Institute of St. Michael's Assistant Professor, Dalla Lana School of Public Health University of Toronto email: kevin.thorpe at utoronto.ca Tel: 416.864.5776 Fax: 416.864.3016
Dear David, On Wed, Apr 17, 2013 at 6:24 PM, David Arnold <dwarnold45 at suddenlink.net> wrote:> Hi,[snip]> > D.Before posting to StackExchange, check out the Wikipedia entry for "Behrens-Fisher problem". Cheers, Jay -- G. Jay Kerns, Ph.D. Youngstown State University http://people.ysu.edu/~gkerns/
OK,although the variance ratio was already 2.25 to 1, tried sigma1=10, sigma2=25, which makes the ratios of the variances 6.25 to 1. Still no change. See: http://msemac.redwoods.edu/~darnold/math15/R/chapter11/DistributionForTwoIndependentSamplesPartII.html D. -- View this message in context: http://r.789695.n4.nabble.com/t-statistic-for-independent-samples-tp4664553p4664556.html Sent from the R help mailing list archive at Nabble.com.