#Foundation and Application of Econometrics, Spring 2015, Pepared by Dr. I-Ming Chiu #Accompany 368_Handout05.pdf #Two sample t-test rm(list=ls()) g1 = c(7, 13, 15, 10, 8, 9, 21, 9, 14, 8) #new drug g2 = c(15, 14, 12, 8, 14, 7, 16, 10, 15, 12) #pacebo boxplot(g1, g2) #variances are different (this default) t.test(g1, g2) #variances are equal t.tesy(g1, g2, var.equal = T) #One-Way ANOVA library("faraway") data(coagulation) names(coagulation) attach(coagulation) boxplot(coag~diet) #alternative command oneway.test(coag~diet, var.equal = T) #Let's do it manually (pp. 3 in Handout) meanA = mean(coagulation[diet=="A",1]) meanB = mean(coagulation[diet=="B",1]) meanC = mean(coagulation[diet=="C",1]) meanD = mean(coagulation[diet=="D",1]) meanG = mean(coagulation[,1]) SST = sum((coagulation[,1]-meanG)^2) SSTrt = 4*(meanA-meanG)^2 + 6*(meanB-meanG)^2 + 6*(meanC-meanG)^2 + 8*(meanD-meanG)^2 SSE = SST - SSTrt F = (SSTrt/3)/(SSE/20) #df = 3 (g-1) and 20 (N-g) respectively F