[R] The equivalence of t.test and the hypothesis testing of one way ANOVA

Guido van Steen gvsteen at yahoo.com
Mon Nov 9 22:53:02 CET 2009


Hi Joe, 

You are right about the Behrens-Fisher problem. I was merely referring to situations where the distribution of error terms is - assumed to be - known, and not necessarily equal for all observations. 

Thanks for pointing this out. 

Best wishes, 

Guido 

--- On Mon, 9/11/09, JLucke at ria.buffalo.edu <JLucke at ria.buffalo.edu> wrote:

> From: JLucke at ria.buffalo.edu <JLucke at ria.buffalo.edu>
> Subject: Re: [R] The equivalence of t.test and the hypothesis testing of one way ANOVA
> To: "Guido van Steen" <gvsteen at yahoo.com>
> Cc: "Peng Yu" <pengyu.ut at gmail.com>, r-help at r-project.org
> Date: Monday, 9 November, 2009, 8:44 PM
> 
> 
> Guido wrote
> 
> "However, using a transformation
> matrix one can
> transform a model assuming unequal variances into an
> equivalent model assuming
> equal variances. On such a transformed model the F test or
> T test can be
> applied."
> 
> 
> 
> This is indeed news to me.  I
> thought such transformations
> for unequal variances applied only to cases where the
> variances were known.
>  Unknown, unequal variances leads to the
> Behrens-Fisher problem and
> its generalizations, a problem not resolved by mere linear
> transformation.
>  Correct me and point me to the literature if I've
> misunderstood.
> 
> 
> 
> Joe
> 


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