In social science, what is the conventional rejection threshold of the null hypothesis.
.05
How is the t-statistic computed?
The coefficient divided by the standard error
Assumptions of a two samples t-test.
1. Normality of parent population.
2. Independence
3. Equality of Variance
oneway.test(lalonde$re78 ~ lalonde$educ)
This anova assumes equal variance.
What is the definition of a p-value?
The probability of observing a test statistic equal or more extreme than the observed test statistic assuming that the null hypothesis is true.
For variables X1 and X2, r = .4
For variables X1 and X3, r = .74.
What can I conclude?
X1 and X3 are more correlated than X1 and X2.
The p-value to Levene's test is .02, groups have unequal size, what can we conclude?
The equality of variance assumption is violated.
t.test(lalonde$re78, lalonde$u75)
This does not assume equal variance
TRUE or FALSE:
In a two samples t-test, if a p-value is greater than .05 we can conclude the means between the two groups are equal.
FALSE
Suppose I have a standardized a variable representing math scores. What is the mean and standard deviation of the variable?
The mean is 0 with a standard deviation of 1.
QQ Plots are used to ...
Look at the normality assumption.
Code to run a paired t-test.
t.test(lalonde$re78, lalonde$re74, paired = T)
p-values are the probability the result is due to random chance.
FALSE
A given value has a z score of 2. Is this close too or far away from the mean?
What are your options if the equality of variance assumption is violated?
Welch test (t.test or ANOVA version)
summary(lm(re78 ~ treat))
This will run a two sample t-test for treat
No!! p-values do not measure effect size.
The distribution of the test statistic for a one way ANOVA under the null hypothesis.
The F distribution.
When are we robust to assumptions
We are robust to normality when the sample size is large (~ 30 per cell). When group size is equal we are robust to equality of variance.
If a 95% confidence interval is between -2.58 and -.23, then we are 95% confidence the true parameter is between -2.58 and -.23
This is false!