Could some kindly tell me if I am supposed to be getting the same test statistic value with var.equal=TRUE and var.equal=FALSE in t.test ?
set.seed(1066) x1 <- rnorm(50) x2 <- rnorm(50) t.test(x1, x2, var.equal=FALSE)$statistic # 0.5989774 t.test(x1, x2, var.equal=TRUE)$statistic # 0.5989774 ??? Here are my own calculations that shows that perhaps the result when var.equal=TRUE is wrong. n1 <- length(x1); n2 <- length(x2) m1 <- mean(x1) ; m2 <- mean(x2) ; num <- (m1 - m2) v1 <- var(x1) ; v2 <- var(x2) # t-test with UNequal variance denom1 <- sqrt( v1/n1 + v2/n2 ) num / denom1 # gives 0.5989774 # t-test with equal variance sp <- ( (n1-1)*v1 + (n2-1)*v2 )/(n1 + n2 - 2) denom2 <- sp * sqrt( 1/n1 + 1/n2 ) num / denom2 # gives 0.5913777 I tested this using R-1.9.1 (21/06/2004) on Redhat Fedora Core 2 and Windows 2000 Professional with the same results. Any suggestions would be kindly appreciated. Regards, -- Adaikalavan Ramasamy [EMAIL PROTECTED] Centre for Statistics in Medicine http://www.ihs.ox.ac.uk/csm/ Cancer Research UK Tel : 01865 226 677 Old Road Campus, Headington, Oxford Fax : 01865 226 962 ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
