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: 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 _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users