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Re: st: ttest
On 16 Feabh 2007, at 16:26, Daniel Hoechle wrote:
Gosh - hard to think of a published paper that shows this. You will
find it demonstrated in many introductory textbooks. My favourite is
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.
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)
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