Apologies, I made an incorrect statement. The statistics from t-test with difference variance assumptions are the same if both groups have the same length. Sorry for troubling everyone again.
On Fri, 2004-10-01 at 13:56, Adaikalavan Ramasamy wrote: > Peter, thank you! I forgot the to square root in calculating sp. > > sp <- sqrt( ( (n1-1)*v1 + (n2-1)*v2 )/(n1 + n2 - 2) ) > > For several simulation runs, the test statistics from both tests are > remarkably similar (difference is less than 10e-16). I naively assumed > that the statistics value should be slightly but visibly different too. > > It appear that the effects of equal and unequal variance assumptions are > only felt through the degrees of freedom calculation. > > Regards, Adai > > > On Fri, 2004-10-01 at 12:15, Peter Dalgaard wrote: > > Adaikalavan Ramasamy <[EMAIL PROTECTED]> writes: > > > > > 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. > > > > Your calculation is wrong. Try increasing the variance of x1 and x2... > > > > > set.seed(1066) > > > x1 <- rnorm(50,,100) > > > x2 <- rnorm(50,,100) > > > m1 <- mean(x1) ; m2 <- mean(x2) ; num <- (m1 - m2) > > > v1 <- var(x1) ; v2 <- var(x2) > > > denom1 <- sqrt( v1/n1 + v2/n2 ) > > > num / denom1 # gives 0.5989774 > > [1] 0.5989774 > > > sp <- ( (n1-1)*v1 + (n2-1)*v2 )/(n1 + n2 - 2) > > > denom2 <- sp * sqrt( 1/n1 + 1/n2 ) > > > num / denom2 # gives 0.5913777 > > [1] 0.005913777 > > > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel > ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
