Re: st: ttest

[Ron�n Conroy <rconroy@rcsi.ie>]

On 16 Feabh 2007, at 16:26, Daniel Hoechle wrote:

> The Stata-manual entry on [R] "ttest - Mean comparison tests" (p.486)
> states that Student's t-test for the equality of means can be
> replicated by aid of a simple linear regression if the two groups'
> variances are assumed to be unknown but identical.
>
> I would highly appreciate if anyone could give me a reference with a
> formal proof of this relationship. Thanks a lot in advance.
Gosh - hard to think of a published paper that shows this. You will  
find it demonstrated in many introductory textbooks. My favourite is

Judd, C. M., & McClelland, G. H. (1989). Data analysis: A model  
comparison approach. New York: Harcourt Brace Jovanovich.

I'd give you a page reference but some scunner has made off with my  
copy (my PhD student I think)

=========
Ron�n Conroy
Royal College of Surgeons in Ireland
rconroy@rcsi.ie
+353 (0) 1 402 2431
+353 (0) 87 799 97 95
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