In Stata, how do I conduct a t-test when two samples have unequal variances?
Comparing the means of two independent samples requires three assumptions: independence, normality, and equal variance. When the equal variance assumption is not satisfied, a pooled variance is no longer valid.
The .ttest command also has the unequal
option, which produces Satterthwaite's or Welch's approximation for
the degree of freedom, which makes a t-test valid even in a case of
unequal variances. Consider the following example:
The unequal option above indicates that variances of
the two groups are different. By default, the unequal
option computes Satterthwaite's approximation instead of the usual
degree of freedom. You also can calculate Welch's approximation using
the welch option, as follows:
In the above example, the unpaired option indicates
that the two variables are independent. The welch option
also works if the unequal option is not specified on the
command line.
For more about statistical and mathematical software, email the UITS Stat/Math Center, visit the center's web page, or phone 812-855-4724 (IUB) or 317-278-4740 (IUPUI). The center is located in Bloomington at 410 N. Park Avenue, and is open for consultation by appointment Monday-Friday 9am-5pm.
Last modified on May 26, 2011.
