[Rd] same test statistic for t-test with and without equal variance
assumption
Adaikalavan Ramasamy
ramasamy at cancer.org.uk
Fri Oct 1 12:48:53 CEST 2004
Could some kindly tell me if I am supposed to be getting the same test
statistic value with var.equal=TRUE and var.equal=FALSE in t.test ?
set.seed(1066)
x1 <- rnorm(50)
x2 <- rnorm(50)
t.test(x1, x2, var.equal=FALSE)$statistic # 0.5989774
t.test(x1, x2, var.equal=TRUE)$statistic # 0.5989774 ???
Here are my own calculations that shows that perhaps the result when
var.equal=TRUE is wrong.
n1 <- length(x1); n2 <- length(x2)
m1 <- mean(x1) ; m2 <- mean(x2) ; num <- (m1 - m2)
v1 <- var(x1) ; v2 <- var(x2)
# t-test with UNequal variance
denom1 <- sqrt( v1/n1 + v2/n2 )
num / denom1 # gives 0.5989774
# t-test with equal variance
sp <- ( (n1-1)*v1 + (n2-1)*v2 )/(n1 + n2 - 2)
denom2 <- sp * sqrt( 1/n1 + 1/n2 )
num / denom2 # gives 0.5913777
I tested this using R-1.9.1 (21/06/2004) on Redhat Fedora Core 2 and
Windows 2000 Professional with the same results.
Any suggestions would be kindly appreciated.
Regards,
--
Adaikalavan Ramasamy ramasamy at cancer.org.uk
Centre for Statistics in Medicine http://www.ihs.ox.ac.uk/csm/
Cancer Research UK Tel : 01865 226 677
Old Road Campus, Headington, Oxford Fax : 01865 226 962
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