Applied Statistics Lesson of the Day – The Independent 2-Sample t-Test with Unequal Variances (Welch’s t-Test)

A common problem in statistics is determining whether or not the means of 2 populations are equal.  The independent 2-sample t-test is a popular parametric method to answer this question.  (In an earlier Statistics Lesson of the Day, I discussed how data collected from a completely randomized design with 1 binary factor can be analyzed by an independent 2-sample t-test.  I also discussed its possible use in the discovery of argon.)  I have learned 2 versions of the independent 2-sample t-test, and they differ on the variances of the 2 samples.  The 2 possibilities are

  • equal variances
  • unequal variances

Most statistics textbooks that I have read elaborate at length about the independent 2-sample t-test with equal variances (also called Student’s t-test).  However, the assumption of equal variances needs to be checked using the chi-squared test before proceeding with the Student’s t-test, yet this check does not seem to be universally done in practice.  Furthermore, conducting one test based on the results of another can inflate the probability of committing a Type 1 error (Ruxton, 2006).

Some books give due attention to the independent 2-sample t-test with unequal variances (also called Welch’s t-test), but some barely mention its value, and others do not even mention it at all.  I find this to be puzzling, because the assumption of equal variances is often violated in practice, and Welch’s t-test provides an easy solution to this problem.  There is a seemingly intimidating but straightforward calculation to approximate the number of degrees of freedom for Welch’s t-test, and this calculation is automatically incorporated in most software, including R and SAS.  Finally, Welch’s t-test removes the need to check for equal variances, and it is almost as powerful as Student’s t-test when the variances are equal (Ruxton, 2006).

For all of these reasons, I recommend Welch’s t-test when using the parametric approach to comparing the means of 2 populations.

Reference

Graeme D. Ruxton.  “The unequal variance t-test is an underused alternative to Student’s t-test and the Mann–Whitney U test“.  Behavioral Ecology (July/August 2006) 17 (4): 688-690 first published online May 17, 2006

Applied Statistics Lesson of the Day – The Completely Randomized Design with 1 Factor

The simplest experimental design is the completely randomized design with 1 factor.  In this design, each experimental unit is randomly assigned to a factor level.  This design is most useful for a homogeneous population (one that does not have major differences between any sub-populations).  It is appealing because of its simplicity and flexibility – it can be used for a factor with any number of levels, and different treatments can have different sample sizes.  After controlling for confounding variables and choosing the appropriate range and number of levels of the factor, the different treatments are applied to the different groups, and data on the resulting responses are collected.  The means of the response variable in the different groups are compared; if there are significant differences, then there is evidence to suggest that the factor and the response have a causal relationship.  The single-factor analysis of variance (ANOVA) model is most commonly used to analyze the data in such an experiment, but it does assume that the data in each group have a normal distribution, and that all groups have equal variance.  The Kruskal-Wallis test is a non-parametric alternative to ANOVA in analyzing data from single-factor completely randomized experiments.

If the factor has 2 levels, you may think that an independent 2-sample t-test with equal variance can also be used to analyze the data.  This is true, but the square of the t-test statistic in this case is just the F-test statistic in a single-factor ANOVA with 2 groups.  Thus, the results of these 2 tests are the same.  ANOVA generalizes the independent 2-sample t-test with equal variance to more than 2 groups.

Some textbooks state that “random assignment” means random assignment of experimental units to treatments, whereas other textbooks state that it means random assignment of treatments to experimental units.  I don’t think that there is any difference between these 2 definitions, but I welcome your thoughts in the comments.

Discovering Argon with the 2-Sample t-Test

I learned about Lord Rayleigh’s discovery of argon in my 2nd-year analytical chemistry class while reading “Quantitative Chemical Analysis” by Daniel Harris.  (William Ramsay was also responsible for this discovery.)  This is one of my favourite stories in chemistry; it illustrates how diligence in measurement can lead to an elegant and surprising discovery.  I find no evidence that Rayleigh and Ramsay used statistics to confirm their findings; their paper was published 13 years before Gosset published about the t-test.  Thus, I will use a 2-sample t-test in R to confirm their result.

Lord Rayleigh                                    William Ramsay

Photos of Lord Rayleigh and William Ramsay

Source: Wikimedia Commons

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