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st: two sample test under generalized Behrens-Fisher conditions


From   "Airey, David C" <david.airey@vanderbilt.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: two sample test under generalized Behrens-Fisher conditions
Date   Mon, 13 Dec 2010 22:20:52 -0600

.

I was reading a little about what to do when you have both unequal variance and non-normality. Neither the equal variance t-test nor the Mann-Whitney U test are best when you want to interpret the difference in means or medians.

I had found the Stata command -fprank-, but it turns out this robust ranks test doesn't escape a symmetry assumption to interpret the location difference.

I found that some recommend using Welch's t-test on the ranked data (Zimmerman and Zumbo (1993) Rank transformations and the power of the Student's t test and the Welch t' test for non-normal populations with unequal variances. Canadian Journal of Experimental Psychology 47:3, 523-539).

This appears easy and satisfying solution to teach with: always use unequal variances t-test and use ranks if the data are also not normal.

-Dave
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