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R Statistics Cookbook

You're reading from   R Statistics Cookbook Over 100 recipes for performing complex statistical operations with R 3.5

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Product type Paperback
Published in Mar 2019
Publisher Packt
ISBN-13 9781789802566
Length 448 pages
Edition 1st Edition
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Author (1):
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Francisco Juretig Francisco Juretig
Author Profile Icon Francisco Juretig
Francisco Juretig
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Table of Contents (12) Chapters Close

Preface 1. Getting Started with R and Statistics FREE CHAPTER 2. Univariate and Multivariate Tests for Equality of Means 3. Linear Regression 4. Bayesian Regression 5. Nonparametric Methods 6. Robust Methods 7. Time Series Analysis 8. Mixed Effects Models 9. Predictive Models Using the Caret Package 10. Bayesian Networks and Hidden Markov Models 11. Other Books You May Enjoy

The Fisher-Behrens problem

The original t-test is designed for two Gaussian samples with equal unknown variance. When the variances are not the same, the degrees of freedom for the test are not the usual ones (the equality of variances is known as homocedasticity). Consequently, we can't calculate the p-values and, by extension, we can't test our hypothesis. This is known as the Fisher-Behrens problem.

It has been found that the t-test (with its usual degrees of freedom) can still be used with moderate departures from the homocedasticity (equality of variances) assumption. But this does not take us very far: translating the idea that the test is robust to departures from this assumption is difficult to operationalize (the impact depends on the sample sizes, the relative differences in the variances, and so on).

If the sample is large enough, we can ignore the problem...

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