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Re: st: RE: Wech One-way ANOVA


From   Steven Samuels <sjhsamuels@earthlink.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Wech One-way ANOVA
Date   Sun, 18 May 2008 21:47:36 -0400

David is partly right.

Welch's test uses separate standard deviations to compute the denominator of the t-statistic, and, as David says, this is the same denominator as that computed by the robust option in -reg-. However - reg- with the robust option uses the usual d.f. for the test (n-2), but Welch used a corrected d.f.

-Steve

References:

Welch BL. 1938. The significance of the difference between two means when the population variances are unequal. Biometrika 29:350–62.

Available for download at: http://biomet.oxfordjournals.org/cgi/ reprint/29/3-4/350? ijkey=aba51fa995b725950195c70c7157f8c706bb62ad&keytype2=tf_ipsecsha

Graeme D. Ruxton The unequal variance t-test is an underused alternative to Student's t-test and the Mann–Whitney U test Behavioral Ecology 2006 17(4):688-690
available for download at: http://beheco.oxfordjournals.org/cgi/ content/full/17/4/688#FD4



On May 16, 2008, at 5:48 PM, Verkuilen, Jay wrote:


I'm wondering if anybody knows a welch option in ANOVA. Stata runs a welch test in ttest. But, I was not able to find the same option in oneway or anova.<<
I discovered an interesting little fact a few months ago, which is in retrospect not so surprising:

If you set up the independent samples t-test as a dummy variable regression and use robust standard errors, you get the Welch- corrected t-test. (Try a test case yourself to verify; it's been a long year, I may be misremembering.) So you could always set up your one-way ANOVA as the equivalent dummy variable regression (using xi or, better, xi3) and use robust.

JV<winmail.dat>

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