Re: st: Re: specifying difference in H0 of ttest

[Michel Camus <mcamus@videotron.ca>]

In fact,  they do provide the same results.
I am not a statistician, but using the robust option with regress, as suggested by Christopher Baum, gave me the same result as teh ttest with unequal variance after subtracting the hypothesized difference.
I do not know why you obtain different results" Do you actually have two groups with different variances in you simulated example, Richard?
See my response (in 5 minutes from now... to Karen, simulating data similar to hers).

Michel Camus
==============================
Richard Williams wrote:

At 07:24 AM 1/16/2004 -0500, Christopher F Baum wrote:

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.

Here is what the Stata 8 Reference Manual S-Z says in the ttest documentation, p. 299:

"The ttest with an unequal variance assumption does not lend itself to an easy representation in regression settings, and is not discussed here."


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Michel Camus, Ph.D.

Épidémiologue, Div. Biostatistique et épidémiologie, DGSESC, Santé Canada

Epidemiologist, Biostatistics and Epidemiology Div., HECSB, Health Canada

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