Re: st: Mean Test

[Richard Goldstein <richgold@ix.netcom.com>]

To me the logical flaw in your suggested procedure (using the results of a 
test of variances to decide which version of the t-test to use) is that you 
are taking a probabalistic result and treating it as though it were absolute. 
 In general, you can find literature on this flaw under the name "pretest 
estimator bias".

Rich Goldstein

Rijo John wrote:


> I guess there is no concensus on using ttest with the welch's
> correction when the variances are different. But I have been seeing
> (at least so far) people using it like that. Now I dont know what to
> do.  As I understand, when the variances are unequal one should do a
> "Satterthwaite's Approximation F-test". The SAS's T-test procedure
> reports both the equal variance and unequal variance cases in one
> t-test command itself. But in stata (I guess) we need to explicitly
> state the unequal option in the ttest. Which then essentially means
> that we have to first test for the differences in variance and then
> accordingly decide whether to put the unequal option or not. Then the
> only difference that I see from my first post is using
> "Satterthwaite's Approximation F-test" instead of welch's correction.
>
> It would be nice if someone could kindly clarify this for me. If I am
> right here can someone tell me how to recode my initial program so as
> to incorporate three categories?
>
> Thanks,
> Rijo.
>
>
> --
> ***************************************************
> Rijo.M.John,Research Scholar
> Indira Gandhi Institute of Development Research,
> Film City Road, Goregaon East,
> Mumbai, India-400065.
> contact: (+91)9892412476
> URL: http://rijojohn.bizhat.com

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