psychology 202a advanced psychological statistics october 6, 2015

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Psychology 202a Advanced Psychological Statistics October 6, 2015

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Page 1: Psychology 202a Advanced Psychological Statistics October 6, 2015

Psychology 202aAdvanced Psychological

Statistics

October 6, 2015

Page 2: Psychology 202a Advanced Psychological Statistics October 6, 2015

The plan for today

• Assumptions of the t test.

• Quantile-Quantile plots.

• The t test for repeated measures.

• The two-sample, independent groups t test.

Page 3: Psychology 202a Advanced Psychological Statistics October 6, 2015

Assumptions of the t test

• Independent observations.

• Distribution is normal.

• The idea of robustness.

(not an assumption)

Page 4: Psychology 202a Advanced Psychological Statistics October 6, 2015

Assessing the assumptions

• Independence– Look at procedure, not at data

• Normality– Graphical methods

• Stem-and-leaf plots, histograms• The normal quantile-quantile plot

Page 5: Psychology 202a Advanced Psychological Statistics October 6, 2015

Understanding the Q-Q plot

• Manual Q-Q plots

• Using R's “qqnorm” function

• The 'plot' subcommand in SAS's proc univariate

Page 6: Psychology 202a Advanced Psychological Statistics October 6, 2015

t tests for differences between means

• Why differences?• A step in the right direction: the repeated

measures t test.•

• Classroom exercise

0:

0:0

DA

D

H

H

Page 7: Psychology 202a Advanced Psychological Statistics October 6, 2015

t tests for differences between means

• The two-sample Z test:

• The two-sample t test: can’t just substitute estimated standard deviation.

.

2

22

1

21

21

nn

MMZ

Page 8: Psychology 202a Advanced Psychological Statistics October 6, 2015

The pooled variance estimate

• Weighted average of the two individual variance estimates:

• df = n1+n2 - 2

.

2

)1()1(

21

222

211

21

222

2112

dfdf

sdfsdf

nn

snsnsP

Page 9: Psychology 202a Advanced Psychological Statistics October 6, 2015

The two-sample independent-groups t test

where

,21

21

MMs

MMt

.2

2

1

2

21 n

s

n

ss PP

XX

Page 10: Psychology 202a Advanced Psychological Statistics October 6, 2015

What’s the null hypothesis?

0:

0:

21

210

AH

H

Page 11: Psychology 202a Advanced Psychological Statistics October 6, 2015

What if it doesn’t make sense to pool the variances?

• Satterthwaite’s approximation for degrees of freedom:

• Use unpooled variances for the standard error with adjusted degrees of freedom.

• The t test in SAS and R.

.

)1()1( 2

2

2

22

1

2

1

21

2

2

22

1

21

nns

nns

ns

ns

df

Page 12: Psychology 202a Advanced Psychological Statistics October 6, 2015

Assumptions of the t test

• Independence within each population.

• Independence between populations.

• Equal variances in the two populations.– Also known as “homoscedasticity.”

• Both populations normally distributed.

Page 13: Psychology 202a Advanced Psychological Statistics October 6, 2015

Evaluating the assumptions

• Independence within populations: examine the data collection procedure.

• Independence between populations: examine the process that created the groups.

• Random assignment guarantees independence between populations.

Page 14: Psychology 202a Advanced Psychological Statistics October 6, 2015

Evaluating the assumptions

• Homoscedasticity: – Graphical comparisons of the two groups– Comparison of the two sample standard

deviations

• Normality:– Graphical examination of each group– Q-Q plots

Page 15: Psychology 202a Advanced Psychological Statistics October 6, 2015

The illogic of auxiliary hypothesis tests

• Auxiliary hypothesis tests:– Involve confirmation of the null hypothesis.– Are least likely to detect a problem under

precisely the circumstances where the problem matters the most.

– Involve assumptions of their own (implying infinite recursion).