Chapter 10: The t Test For

Two Independent Samples

1
Independent-Measures Designs
• The independent-measures hypothesis test
allows researchers to evaluate the mean
difference between two populations using the
data from two separate samples.
• The identifying characteristic of the
independent-measures or between-subjects
design is the existence of two separate or
independent samples.
• Thus, an independent-measures design can be
used to test for mean differences between two
distinct populations (such as men versus
women) or between two different treatment
conditions (such as drug versus no-drug).
2
Independent-Measures Designs (cont.)

• The independent-measures design is used in

situations where a researcher has no prior
knowledge about either of the two populations
(or treatments) being compared.
• In particular, the population means and standard
deviations are all unknown.
• Because the population variances are not
known, these values must be estimated from the
sample data.

4
 Hypothesis Testing with the
Independent-Measures t Statistic
• As with all hypothesis tests, the general purpose
of the independent-measures t test is to
determine whether the sample mean difference
obtained in a research study indicates a real
mean difference between the two populations (or
treatments) or whether the obtained difference is
simply the result of sampling error.
• Remember, if two samples are taken from the
same population and are given exactly the same
treatment, there still will be some difference
between the sample means.. 5
 Hypothesis Testing with the
Independent-Measures t Statistic (cont.)
• This difference is called sampling error
• The hypothesis test provides a
standardized, formal procedure for
determining whether the mean difference
obtained in a research study is
significantly greater than can be explained
by sampling error

6
 Hypothesis Testing with the
Independent-Measures t Statistic (cont.)
• To prepare the data for analysis, the first
step is to compute the sample mean and
SS (or s, or s2) for each of the two
samples.
• The hypothesis test follows the same four-
step procedure outlined in Chapters 8 and
9.

7
 Hypothesis Testing with the
Independent-Measures t Statistic (cont.)
1. State the hypotheses and select an α level. For
the independent-measures test, H0 states that
there is no difference between the two
population means.
2. Locate the critical region. The critical values for
the t statistic are obtained using degrees of
freedom that are determined by adding together
the df value for the first sample and the df value
for the second sample.

8
 Hypothesis Testing with the
Independent-Measures t Statistic (cont.)
3. Compute the test statistic. The t statistic for the
independent-measures design has the same structure as
the single sample t introduced in Chapter 9. However, in
the independent-measures situation, all components of
the t formula are doubled: there are two sample means,
two population means, and two sources of error
contributing to the standard error in the denominator.
4. Make a decision. If the t statistic ratio indicates that the
obtained difference between sample means (numerator)
is substantially greater than the difference expected by
chance (denominator), we reject H0 and conclude that
there is a real mean difference between the two
populations or treatments.
9
 The Homogeneity of Variance
Assumption
• Although most hypothesis tests are built on a set of
underlying assumptions, the tests usually work
reasonably well even if the assumptions are violated.
• The one notable exception is the assumption of
homogeneity of variance for the independent-
measures t test.
• The assumption requires that the two populations from
which the samples are obtained have equal variances.
• This assumption is necessary in order to justify pooling
the two sample variances and using the pooled variance
in the calculation of the t statistic.

11
 The Homogeneity of Variance
Assumption (cont.)
• If the assumption is violated, then the t statistic
contains two questionable values: (1) the value
for the population mean difference which comes
from the null hypothesis, and (2) the value for
the pooled variance.
• The problem is that you cannot determine which
of these two values is responsible for a t statistic
that falls in the critical region.
• In particular, you cannot be certain that rejecting
the null hypothesis is correct when you obtain an
extreme value for t.
12
 The Homogeneity of Variance
Assumption (cont.)
• If the two sample variances appear to be
substantially different, you should use
Hartley’s F-max test to determine whether
or not the homogeneity assumption is
satisfied.
• If homogeneity of variance is violated, Box
10.3 presents an alternative procedure for
computing the t statistic that does not
involve pooling the two sample variances.

13
 Measuring Effect Size for the
Independent-Measures t
• Effect size for the independent-measures t
is measured in the same way that we
measured effect size for the single-sample
t in Chapter 9.
• Specifically, you can compute an estimate
of Cohen=s d or you can compute r2 to
obtain a measure of the percentage of
variance accounted for by the treatment
effect.

15
 ANOVA:
Analysis of Variation
 The basic ANOVA situation
Two variables: 1 Categorical, 1 Quantitative

Main Question: Do the (means of) the quantitative variables depend on which
group (given by categorical variable) the individual is in?

If categorical variable has only 2 values:

• 2-sample t-test

ANOVA allows for 3 or more groups

An example ANOVA situation
Subjects: 25 patients with blisters
Treatments: Treatment A, Treatment B, Placebo
Measurement: # of days until blisters heal

Data [and means]:

• A: 5,6,6,7,7,8,9,10 [7.25]
• B: 7,7,8,9,9,10,10,11 [8.875]
• P: 7,9,9,10,10,10,11,12,13 [10.11]

Are these differences significant?

 Informal Investigation
Graphical investigation:
• side-by-side box plots
• multiple histograms

Whether the differences between the groups are significant depends on

• the difference in the means
• the standard deviations of each group
• the sample sizes

ANOVA determines P-value from the F statistic

Side by Side Boxplots

13

12

11
10
days

8
7

A B P
treatment
 What does ANOVA do?
At its simplest (there are extensions) ANOVA tests
the following hypotheses:
H0: The means of all the groups are equal.

Ha: Not all the means are equal

• doesn’t say how or which ones differ.
• Can follow up with “multiple comparisons”

Note: we usually refer to the sub-populations as “groups”

when doing ANOVA.
 Assumptions of ANOVA
• each group is approximately normal
check this by looking at histograms and/or
normal quantile plots, or use assumptions
 can handle some nonnormality, but not
severe outliers
• standard deviations of each group are
approximately equal
 rule of thumb: ratio of largest to smallest
sample st. dev. must be less than 2:1
 Normality Check
We should check for normality using:
• assumptions about population
• histograms for each group
• normal quantile plot for each group

With such small data sets, there really isn’t a really good way to check
normality from data, but we make the common assumption that physical
measurements of people tend to be normally distributed.
 Standard Deviation Check

Variable treatment N Mean Median StDev

days A 8 7.250 7.000 1.669
B 8 8.875 9.000 1.458
P 9 10.111 10.000 1.764

Compare largest and smallest standard deviations:

• largest: 1.764
• smallest: 1.458
• 1.458 x 2 = 2.916 > 1.764

Note: variance ratio of 4:1 is equivalent.

 Notation for ANOVA
• n = number of individuals all together
• I = number of groups
• = mean for entire data set is
x
Group i has
• ni = # of individuals in group i
• xij = value for individual j in group i
• = mean for group i
• si = standard deviation for group i

xi
 How ANOVA works (outline)
ANOVA measures two sources of variation in the data and
compares their relative sizes

• variation BETWEEN groups

• for each data value look at the difference between
its group mean and the overall mean

xi  x  2

• variation WITHIN groups

• for each data value we look at the difference
between that value and the mean of its group

x ij  xi 
2
 The ANOVA F-statistic is a ratio of the Between Group Variaton
divided by the Within Group Variation:

Between MSG
F 
Within MSE
A large F is evidence against H0, since it indicates that there is more
difference between groups than within groups.
 Minitab ANOVA Output
Analysis of Variance for days
Source DF SS MS F P
treatment 2 34.74 17.37 6.45 0.006
Error 22 59.26 2.69
Total 24 94.00
 How are these computations
made?
We want to measure the amount of variation due to BETWEEN group
variation and WITHIN group variation

For each data value, we calculate its contribution to:

• BETWEEN group variation:

• WITHIN group variation:

xi  x  2

( x ij  x i ) 2
 An even smaller example
Suppose we have three groups
• Group 1: 5.3, 6.0, 6.7
• Group 2: 5.5, 6.2, 6.4, 5.7
• Group 3: 7.5, 7.2, 7.9
We get the following statistics:

SUMMARY
Groups Count Sum Average Variance
Column 1 3 18 6 0.49
Column 2 4 23.8 5.95 0.176667
Column 3 3 22.6 7.533333 0.123333
 Excel ANOVA Output
ANOVA
Source of Variation SS df MS F P-value F crit
Between Groups 5.127333 2 2.563667 10.21575 0.008394 4.737416
Within Groups 1.756667 7 0.250952

Total 6.884 9

1 less than number number of data values -

of groups number of groups
(equals df for each
1 less than number of individuals group added together)
(just like other situations)
 Computing ANOVA F statistic
WITHIN BETWEEN
difference: difference
group data - group mean group mean - overall mean
data group mean plain squared plain squared
5.3 1 6.00 -0.70 0.490 -0.4 0.194
6.0 1 6.00 0.00 0.000 -0.4 0.194
6.7 1 6.00 0.70 0.490 -0.4 0.194
5.5 2 5.95 -0.45 0.203 -0.5 0.240
6.2 2 5.95 0.25 0.063 -0.5 0.240
6.4 2 5.95 0.45 0.203 -0.5 0.240
5.7 2 5.95 -0.25 0.063 -0.5 0.240
7.5 3 7.53 -0.03 0.001 1.1 1.188
7.2 3 7.53 -0.33 0.109 1.1 1.188
7.9 3 7.53 0.37 0.137 1.1 1.188
TOTAL 1.757 5.106
TOTAL/df 0.25095714 2.55275

overall mean: 6.44 F = 2.5528/0.25025 = 10.21575

 Minitab ANOVA Output
Analysis of Variance for days
Source DF SS MS F P
treatment 2 34.74 17.37 6.45 0.006
Error 22 59.26 2.69
Total 24 94.00

# of data values - # of groups

(equals df for each group

1 less than # of
added together)
groups

1 less than # of individuals

(just like other situations)
 Minitab ANOVA Output
Analysis of Variance for days
Source DF SS MS F P
treatment 2 34.74 17.37 6.45 0.006
Error 22 59.26 2.69
Total 24 94.00

 (x  xi ) 2
 (x  x) 2

 ( xij  x )
ij 2 i
obs
obs
obs
SS stands for sum of squares
• ANOVA splits this into 3 parts
 Minitab ANOVA Output
Analysis of Variance for days
Source DF SS MS F P
treatment 2 34.74 17.37 6.45 0.006
Error 22 59.26 2.69
Total 24 94.00

MSG = SSG / DFG

MSE = SSE / DFE
P-value
comes from
F = MSG / MSE F(DFG,DFE)

(P-values for the F statistic are in Table E)

 So How big is F?
Since F is
Mean Square Between / Mean Square Within

= MSG / MSE

A large value of F indicates relatively more

difference between groups than within groups
(evidence against H0)

To get the P-value, we compare to F(I-1,n-I)-distribution

• I-1 degrees of freedom in numerator (# groups -1)
• n - I degrees of freedom in denominator (rest of df)
 Connections between SST, MST,
and standard deviation
If ignore the groups for a moment and just compute the standard deviation of
the entire data set, we see

s 2

 x ij  x
2


SST
 MST
n 1 DFT
So SST = (n -1) s2, and MST = s2. That is, SST and MST measure the
TOTAL variation in the data set.
 Connections between SSE, MSE,
and standard deviation
Remember:
si
2

 x ij  xi 
2


SS[ Within Group i ]
ni  1 dfi
So SS[Within Group i] = (si2) (dfi )

This means that we can compute SSE from the standard deviations and sizes
(df) of each group:

SSE  SS[Within]   SS[Within Group i ]

  si2 (ni  1)   si2 (dfi )
 Pooled estimate for st. dev
One of the ANOVA assumptions is that all groups have the same
standard deviation. We can estimate this with a weighted average:

( n  1)s 2
 ( n  1)s 2
   ( n  1)s 2
s p2  1 1 2 2 I I
n I
(df1 )s  (df2 )s    (dfI )s
2 2 2
s 
2
p
1 2 I
df1  df2    dfI
so MSE is the pooled
SSE estimate of variance
s 
2
p  MSE
DFE
 In Summary
SST   ( x ij  x )  s (DFT )
2 2

obs

SSE   ( x ij  x i )  s
2 2
i (dfi )
obs groups

SSG   ( x i  x ) 
2
 n (x i i  x) 2

obs groups

SS MSG
SSE SSG  SST ; MS  ; F
DF MSE
 R2 Statistic
R2 gives the percent of variance due to between
group variation

SS[Between ] SSG
R 2

SS[Total ] SST
This is very much like the R2 statistic that we computed back when we
did regression.
 Where’s the Difference?
Once ANOVA indicates that the groups do not all appear to have the same
means, what do we do?

Analysis of Variance for days

Source DF SS MS F P
treatment 2 34.74 17.37 6.45 0.006
Error 22 59.26 2.69
Total 24 94.00
Individual 95% CIs For Mean
Based on Pooled StDev
Level N Mean StDev ----------+---------+---------+------
A 8 7.250 1.669 (-------*-------)
B 8 8.875 1.458 (-------*-------)
P 9 10.111 1.764 (------*-------)
----------+---------+---------+------
Pooled StDev = 1.641 7.5 9.0 10.5

Clearest difference: P is worse than A (CI’s don’t overlap)

 Multiple Comparisons
Once ANOVA indicates that the groups do not all
have the same means, we can compare them two
by two using the 2-sample t test

• We need to adjust our p-value threshold because we are

doing multiple tests with the same data.

•There are several methods for doing this.

• If we really just want to test the difference between one

pair of treatments, we should set the study up that way.
 Tuckey’s Pairwise Comparisons

Tukey's pairwise comparisons

95% confidence
Family error rate = 0.0500
Individual error rate = 0.0199
Use alpha = 0.0199 for
Critical value = 3.55
each test.
Intervals for (column level mean) - (row level mean)

A B
These give 98.01%
B -3.685
0.435
CI’s for each pairwise
difference.
P -4.863 -3.238
-0.859 0.766 Only P vs A is significant
(both values have same sign)
95% CI for A-P is (-0.86,-4.86)
 Fisher’s Pairwise Comparisons
Now we set the individual
error rate (alpha) and see
the overall error rate.
Fisher's pairwise comparisons
95% confidence on each
Family error rate = 0.119 corresponds to 88.1%
Individual error rate = 0.0500
confidence overall
Critical value = 2.074

Intervals for (column level mean) - (row level mean)

A B

B -3.327
0.077

P -4.515 -2.890
-1.207 0.418