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Re: st: Numerous t-tests


From   Roger Newson <roger.newson@kcl.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Numerous t-tests
Date   Wed, 26 Oct 2005 17:15:26 +0100

At 16:51 26/10/2005, Michael wrote:
"Ronán Conroy" <rconroy@rcsi.ie> wrote:

-regress- is a lot faster than t-test, and the output is easier to read, IMO. The coefficient and its confidence interval represent the difference in means and its CI.
While I agree that regress is faster and often preferred to t-tests, one should be aware that regress will assume equal variances for the two groups identified by the dummy variable. That assumption may or may not be what you want.
-regress- has a -robust- option to handle unequal variances. However, it is a valid point that (unlike -ttest-) -regress- does not use a Sattertwhaite-corrected degrees of freedom formula, so there is the danger that confidence intervals will be over-conservative at small sample sizes.

For what it's worth, my own -metaparm- package (downloadable from SSC) can be used with -regress- and -parmest- to produce Satterthwaite confidence intervals for differences between means. I sometimes use it for calculating confidence intervals for a ratio of geometric means, allowing for unequal coefficients of variation.

I hope this helps.

Roger


--
Roger Newson
Lecturer in Medical Statistics
Department of Public Health Sciences
Division of Asthma, Allergy and Lung Biology
King's College London

5th Floor, Capital House
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United Kingdom

Tel: 020 7848 6648 International +44 20 7848 6648
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or 020 7848 6605 International +44 20 7848 6605
Email: roger.newson@kcl.ac.uk
Website: http://phs.kcl.ac.uk/rogernewson/

Opinions expressed are those of the author, not the institution.


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