Re: [Gretl-users] Mean compare
I have a question about gretl's procedure here. Why is the p-value
calculated "in relation to the normal distribution"? Shouldn't it be
calculated in relation to a t random variable with number of degrees of
freedom computed by the Smith-Satterthwaite formula? Of course, if n1 and
n2 are even moderately large, this refinement makes no difference as the t
random variable is effectively a standard normal random variable. Could
this be the explanation for why R and gretl return different p-values in
Rosen Iliev's case?
Frank Benford
-----Original Message-----
From: gretl-users-bounces(a)lists.wfu.edu
[mailto:gretl-users-bounces@lists.wfu.edu] On Behalf Of Allin Cottrell
Sent: Friday, May 30, 2014 12:54 PM
To: Gretl list
Subject: 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
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