| t_test_welch | R Documentation |
Performs Welch's independent two-sample t-test.
t_test_welch(data, alternative = "two.sided", ci_level = NULL, mean_null = 0)
data |
(list) |
alternative |
(string: |
ci_level |
(Scalar numeric: |
mean_null |
(Scalar numeric: |
This function is primarily designed for speed in simulation. Missing values are silently excluded.
The hypotheses for Welch's independent two-sample t-test are
\begin{aligned}
H_{null} &: \mu_2 - \mu_1 = \mu_{null} \\
H_{alt} &: \begin{cases}
\mu_2 - \mu_1 \neq \mu_{null} & \text{two-sided}\\
\mu_2 - \mu_1 > \mu_{null} & \text{greater than}\\
\mu_2 - \mu_1 < \mu_{null} & \text{less than}
\end{cases}
\end{aligned}
where \mu_1 is the population mean of group 1, \mu_2 is the
population mean of group 2, and \mu_{null} is a constant for the assumed
difference of population means (usually \mu_{null} = 0).
The test statistic is
T = \frac{(\bar{x}_2 - \bar{x}_1) - \mu_{null}}{\sqrt{\frac{s_1^2}{n_1} + \frac{s_2^2}{n_2}}}
where \bar{x}_1 and \bar{x}_2 are the sample means, \mu_{null}
is the difference of population means assumed under the null hypothesis,
n_1 and n_2 are the sample sizes, and s_1^2 and s_2^2
are the sample variances.
The critical value of the test statistic uses the Welch–Satterthwaite degrees of freedom
v = \frac{\left( \frac{s_1^2}{n_1} + \frac{s_2^2}{n_2} \right)^2}
{(N_1 - 1)^{-1}\left( \frac{s_1^2}{n_1} \right)^2 +
(N_2 - 1)^{-1}\left( \frac{s_2^2}{n_2} \right)^2}
and the p-value is calculated as
\begin{aligned}
p &= \begin{cases}
2 \text{min} \{P(T \geq t_{v} \mid H_{null}), P(T \leq t_{v} \mid H_{null})\} & \text{two-sided}\\
P(T \geq t_{v} \mid H_{null}) & \text{greater than}\\
P(T \leq t_{v} \mid H_{null}) & \text{less than}
\end{cases}
\end{aligned}
Let GM(\cdot) be the geometric mean and AM(\cdot) be the
arithmetic mean. For independent lognormal variables X_1 and X_2
it follows that \ln X_1 and \ln X_2 are independent normally
distributed variables. Defining
\mu_{X_2} - \mu_{X_1} = AM(\ln X_2) - AM(\ln X_1)
we have
e^{\mu_{X_2} - \mu_{X_1}} = \frac{GM(X_2)}{GM(X_1)}
This forms the basis for making inference about the ratio of geometric means of the original lognormal data using the difference of means of the log transformed normal data.
A list with the following elements:
| Slot | Subslot | Name | Description |
| 1 | t | Value of the t-statistic. | |
| 2 | df | Degrees of freedom for the t-statistic. | |
| 3 | p | p-value. | |
| 4 | diff_mean | Estimated difference of means (group 2 – group 1). | |
| 4 | 1 | estimate | Point estimate. |
| 4 | 2 | lower | Confidence interval lower bound. |
| 4 | 3 | upper | Confidence interval upper bound. |
| 5 | mean1 | Estimated mean of group 1. | |
| 6 | mean2 | Estimated mean of group 2. | |
| 7 | n1 | Sample size of group 1. | |
| 8 | n2 | Sample size of group 2. | |
| 9 | method | Method used for the results. | |
| 10 | alternative | The alternative hypothesis. | |
| 11 | ci_level | The confidence level. | |
| 12 | mean_null | Assumed population difference of the means under the null hypothesis. |
julious_2004depower
\insertRefhauschke_1992depower
\insertRefjohnson_1994depower
t_test_paired()
#----------------------------------------------------------------------------
# t_test_welch() examples
#----------------------------------------------------------------------------
library(depower)
# Welch's t-test
set.seed(1234)
sim_log_lognormal(
n1 = 40,
n2 = 40,
ratio = 1.5,
cv1 = 0.4,
cv2 = 0.4
) |>
t_test_welch(ci_level = 0.95)
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