On Jan 16, 2004, at 2:33 AM, Richard wrote:
Yet another more straightforward solution than I initially proposed; about
the only downside I see would be if you wanted to specify unequal variances
on the t-test.
Just use the robust option on the regress command to allow for unequal
variances.
I thought about that, but the t-test with the unequal option and regression
with the robust option do not produce identical results. In particular,
the t-test with unequal variances generally produces these weird fractional
degrees of freedom which sometimes differ quite a bit from what regression
with robust does. In practice, does it make much difference? I'm not
sure. Would either be correct or one considered more correct? Again I'm
not sure, but I'm more familiar with the use of a t-test in the sort of
situation described than I am with regression using robust standard errors.
