Re: [Gretl-users] Mean compare
On Fri, 30 May 2014, Rosen Iliev wrote:
Hi,
first sorry for the stupid question. I am performing datamining with R from
one year and recently found Gretl program. It is wonderful for fast
descriptive analysis, mean compare and graphics for novices! Can You tell
me what type analysis is calculated from "statistic calculator" when
checkbox "assume common population standard population" is not tick? The
reason for asking is different "p" results, compared to R, when there is no
thick.
If a common variance is not assumed we use the asymptotic standard
error of the difference in means, namely
sqrt(vm1 + vm2)
where vm1 = [(variance of variable 1) / n1] and similarly for vm2.
We then find the p-value for the difference divided by its standard
error in relation to the normal distribution.
Allin Cottrell