Re: [R] t-statistic for independent samples

2013-04-18 Thread peter dalgaard
On Apr 18, 2013, at 05:35 , Thomas Lumley wrote: I just looked more carefully at your code. You are computing the unequal-variance (Welch) version of the t-test, so that's why there isn't a problem. Compare it with the equal-variance t-test, using the pooled variance estimate, which does

[R] t-statistic for independent samples

2013-04-17 Thread David Arnold
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

Re: [R] t-statistic for independent samples

2013-04-17 Thread Kevin E. Thorpe
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

Re: [R] t-statistic for independent samples

2013-04-17 Thread Jay Kerns
Dear David, On Wed, Apr 17, 2013 at 6:24 PM, David Arnold dwarnol...@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

Re: [R] t-statistic for independent samples

2013-04-17 Thread David Arnold
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

Re: [R] t-statistic for independent samples

2013-04-17 Thread Thomas Lumley
I just looked more carefully at your code. You are computing the unequal-variance (Welch) version of the t-test, so that's why there isn't a problem. Compare it with the equal-variance t-test, using the pooled variance estimate, which does have a problem, as below -thomas tstat4 -