prop.test in R
Exactly - elementary texts and methods books recommend the welch test for the reason you mention. Curiously, those same texts recommend using anova and regression without automatically correcting for the possibility of non-constant variance. Why is the case of comparing two means different from 3? Those same books will tell you that anova is pretty robust to non-constant variance. well, the two sample t-test is anova. I don't use the welch test except as a conscious decision: ie I really want to compare the means while suspecting that the variances differ. Generally people are using the t test to certify that two populations are different. If the variances are wildly different, that may be much more important than a difference in means. in fact, to test for a difference in means when the variances are wildly different is almost always substantively silly. There was a great example a few years ago from a psychiatric journal, comparing two medications, where the investigators did a t-test for the means when one distribution was unimodal and the other was bi-modal; there was no statistically significant difference in the means, but there was a really important difference in the distributions. The automatic use of the welch test makes you feel that you are protected against Bad Things, when you aren't. albyn Quoting Ian Fellows <ian.fellows at stat.ucla.edu>:
In the case of the t.test, having the default be var.equal=TRUE is the right way to go. There is little to no power lost by using the welch test, and the assumption of equal variance can be difficult to assess. For this reason, many introductory text books have now banished the equal variance t-test from their chapters (e.g. Moore's The Basic Practice of Statistics). Ian On Oct 25, 2010, at 4:05 PM, Albyn Jones wrote:
I don't know, the help file is uninformative. I'd guess the answer is "the author wrote it that way". Other R functions like t.test include similar unfortunate (to me) default choices, in that case var.equal=FALSE (ie the Welch test) is the default. albyn On Mon, Oct 25, 2010 at 04:15:20PM -0500, Laura Chihara wrote:
Yes, thank you for this reference. But according to this article, the score is better than continuity correction, so why is continuity correction the default with prop.test? -Laura On 10/25/2010 4:02 PM, Ralph O'Brien, PhD wrote:
I suggest: A. Agresti and B. A. Coull. Approximate is better than ?exact? for interval estimation of binomial proportions. The American Statistician, 52(2):119?126, 1998. On Mon, Oct 25, 2010 at 4:38 PM, Laura Chihara <lchihara at carleton.edu <mailto:lchihara at carleton.edu>> wrote: Hi, I have a question about prop.test in R: I teach students the score confidence interval for proportions (also called Wilson or Wilson score interval). prop.test(,..., correct=FALSE) gives this interval. The default uses a continuity correction. When should we use one over the other? Is it worth going over this in class? Why is correct=TRUE the default? Thanks for any pedagogical guidance here! -- Laura ******************************************* Laura Chihara Professor of Mathematics 507-222-4065 (office) Dept of Mathematics 507-222-4312 (fax) Carleton College 1 North College Street Northfield MN 55057
_______________________________________________ R-sig-teaching at r-project.org <mailto:R-sig-teaching at r-project.org> mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-teaching -- Ralph O'Brien, PhD Professor, Dept of Epidemiology and Biostatistics Case Western Reserve University Office: 216.368.1927 Cell: 216.312.3203
-- ******************************************* Laura Chihara Professor of Mathematics 507-222-4065 (office) Dept of Mathematics 507-222-4312 (fax) Carleton College 1 North College Street Northfield MN 55057
_______________________________________________ R-sig-teaching at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-teaching
-- Albyn Jones Reed College jones at reed.edu
_______________________________________________ R-sig-teaching at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-teaching