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Thread: ANOVA v t-test

  1. #1
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    ANOVA v t-test



    My understanding is that the t-test is a special case of a oneway ANOVA.

    I am confused by highly discrepant results when comparing the means of 2 variables. I am using Stata 10.

    We have a control group and a treated group each with n = 20
    control mean = 0.08 sd = .58
    treated mean = 0.9 sd = .56

    We first note that Bartlett's test for equal variances: chi2(3) = 12.5823 Prob>chi2 = 0.006

    Hence, using t-test with unequal population variance, we have

    ttest control == treated, unpaired unequal

    gives a p value < 0.0001

    The command:

    ttesti 20 0.08 .58 20 .9 .56, unequal welch

    also gives p < 0.0001

    But

    oneway control treated

    gives an F = 2.46

    p = .1206

    Manual calculation with a log-likelihood ratio test matches the ANOVA p value almost exactly.

    Non parameteric Kruskal-Wallis gives p = .3121

    My question is:

    What assumptions are being violated such that the t-test gives a wildly different answer to the ANOVA?

    Cheers

    Rob

  2. #2
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    I'm just taking a guess - but are you sure your Bartlett's test is right? Also, the F and t-tests are only comparable when variances are equal (F = t_squared).

  3. #3
    Bhoot
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    lumhearts is right. F and t-tests are only comparable when variance are equal.

    and t test is a special case of ANOVA( when groups are 2 and equal variance). In terms of statistic..
    square of student's t become F distribution.

    students t = std normal/ sqrt( chi-squre /df)
    square of student's t = std normal ^2 / (chi squre /df)
    = chisqure(1) /( Chisqure(df) /df)
    = F(1,df)
    In the long run, we're all dead.

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