[Gretl-users] Behrens-Fisher problem

I wrote: As for the case where we're _not_ assuming a constant variance and both samples are large, I really don't know. In setting up gretl's hypothesis test calculator I took a formula for the standard error of the difference of means in this case from some statistics text (but evidently not DeGroot). Having read DeGroot and googled on the "Behrens-Fisher problem" (hypothesis testing on the difference between two means, with the repespective population means unknown and not assumed equal), the case seems more or less hopeless. DeGroot says the problem is "very difficult", and that while "various test procedures have been proposed", "most of them have been the subject of controversy in regard to their appropriateness or usefulness". Allin Cottrell