Constantine Daskalakis <[email protected]> asked:
> It seems that the default -ttest- (equal variances assumption) and the
> -ttest- with the option 'unequal' give the same test statistic. It appears
> that the first one is in error (ie, does not use the pooled estimator). Can
> someone confirm?
Not true. Here is an example using the auto data.
. use "C:\Stata\auto.dta", clear
(1978 Automobile Data)
. ttest price, by( foreign)
Two-sample t test with equal variances
------------------------------------------------------------------------------
Group | Obs Mean Std. Err. Std. Dev. [95% Conf. Interval]
---------+--------------------------------------------------------------------
Domestic | 52 6072.423 429.4911 3097.104 5210.184 6934.662
Foreign | 22 6384.682 558.9942 2621.915 5222.19 7547.174
---------+--------------------------------------------------------------------
combined | 74 6165.257 342.8719 2949.496 5481.914 6848.6
---------+--------------------------------------------------------------------
diff | -312.2587 754.4488 -1816.225 1191.708
------------------------------------------------------------------------------
Degrees of freedom: 72
Ho: mean(Domestic) - mean(Foreign) = diff = 0
Ha: diff < 0 Ha: diff ~= 0 Ha: diff > 0
t = -0.4139 t = -0.4139 t = -0.4139
P < t = 0.3401 P > |t| = 0.6802 P > t = 0.6599
. ttest price,by( foreign) unequal
Two-sample t test with unequal variances
------------------------------------------------------------------------------
Group | Obs Mean Std. Err. Std. Dev. [95% Conf. Interval]
---------+--------------------------------------------------------------------
Domestic | 52 6072.423 429.4911 3097.104 5210.184 6934.662
Foreign | 22 6384.682 558.9942 2621.915 5222.19 7547.174
---------+--------------------------------------------------------------------
combined | 74 6165.257 342.8719 2949.496 5481.914 6848.6
---------+--------------------------------------------------------------------
diff | -312.2587 704.9376 -1730.856 1106.339
------------------------------------------------------------------------------
Satterthwaite's degrees of freedom: 46.4471
Ho: mean(Domestic) - mean(Foreign) = diff = 0
Ha: diff < 0 Ha: diff ~= 0 Ha: diff > 0
t = -0.4430 t = -0.4430 t = -0.4430
P < t = 0.3299 P > |t| = 0.6599 P > t = 0.6701
Regards,
Mario.
-------------------------------------------------------------------------------------------------------------
Mario A. Cleves, Ph.D.
Associate Professor and Senior Biostatistician
UAMS, Department of Pediatrics
Arkansas Center for Birth Defects Research and Prevention
11219 Financial Centre Parkway, Suite 250
Little Rock, AR 72211
Telephone: 501-320-5001
Fax: 501-320-5107
Email: [email protected]
-------------------------------------------------------------------------------------------------------------
> -----Original Message-----
> From: Constantine Daskalakis [SMTP:[email protected]]
> Sent: Thursday, September 26, 2002 7:13 PM
> To: [email protected]
> Cc: Constantine Daskalakis
> Subject: st: -ttest- (repost)
>
> I am not sure whether my previous message on -ttest- got posted or not (did
> not receive any replies on what seemed a simple comment)...
>
> It seems that the default -ttest- (equal variances assumption) and the >
> -ttest- with the option 'unequal' give the same test statistic. It appears >
> that the first one is in error (ie, does not use the pooled estimator). Can
> someone confirm?
>
> (the -ttesti- seems to be fine)
>
> Thanks,
> cd
>
>
> ________________________________________________________________
>
> Constantine Daskalakis, ScD
> Assistant Professor,
> Biostatistics Section, Thomas Jefferson University,
> 125 S. 9th St. #402, Philadelphia, PA 19107
> Tel: 215-955-5695
> Fax: 215-503-3804
> Email: [email protected]
> Webpage: http://www.kcc.tju.edu/Science/SharedFacilities/Biostatistics
>
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