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Re: st: ttest


From   Ronán Conroy <rconroy@rcsi.ie>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ttest
Date   Mon, 19 Feb 2007 11:40:27 +0000

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)

=========
Ronán Conroy
Royal College of Surgeons in Ireland
rconroy@rcsi.ie
+353 (0) 1 402 2431
+353 (0) 87 799 97 95
http://www.flickr.com/photos/ronanconroy




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