Can anyone help me answer the question of whether t test for unequal variances is calculated in SPSS according to Welch or Cochran-Cox correction?
Test statistics are the same, they differ only with degrees of freedom calculation. Different places on the internet simply sign the result as they want to, and I would like to be sure when, for example, I quote it.
Any sources, articles?
Thank you in advance. :)
Ajit kumar Roy Thank You for answer. But how can we know for sure? Any reference, IBM documentation, art, anything? My problem is that any place that i've googled it is only answer (one or other) without any justification.
Dear Tomasz,
Check the links below, stating reference for the same;
1. https://www.graphpad.com/support/faqid/1568/
2. https://en.wikipedia.org/wiki/Welch%27s_t-test
You may refer this paper also,
The unequal variance t-test is an underused alternative to Student's t-test and the Mann–Whitney U test
Graeme D. RuxtonDivision of Environmental and Evolutionary Biology, Institute of Biomedical and Life Sciences, Graham Kerr Building, University of Glasgow
Dear Praheli Dhar Chowdhuri - how Your answer is related to my question? I mean - I asked a completely different question... :(
Dear Tomasz,
If you kindly go through the references shared, you will find that its Welch Test that is used to measure non equal variance in t test. The first 2 links are to give you some insight and the 2nd one is more advanced and if you want to quote it somewhere.
Dear Praheli Dhar Chowdhuri - thank You for Your answer, but my question was about what is calculated in IBM SPSS statistical software, not what is recomended, or supposed. :P
Both the Welch test and the Cochran-Cox test are used as the equivalent of the student's t-test for unequal variances. Their similarity is large and their results often differ only in their degrees of freedom and even with some results they are practically imperceptible.
Now the question is - which one is calculated by IBM SPSS? They are not signed, and in various places, eg on the Internet, information is contradictory.
Although Wikipedia (a link from you) says that it is a Welch test, none of the pages quoted, for example, given in the Wiki link and others - https://www.ibm.com/support/knowledgecenter/SSLVMB_24.0.0/spss/base/syn_t-test_overview.html - does not confirm or deny this information.
To sum up - I am looking for confirmation that the SPSS test is one or the other indicated.
Once again thank You.
Dear Tomasz,
If its how spss does it, they use a combination. Check this link if helps;
https://www-01.ibm.com/support/docview.wss?uid=swg21497421
Dear Tomasz,
I had that same questioning, if you find the answer, please let me know. Good luck! :)
Tomasz,
As it is documented in the algorithms manual of SPSS 24, it is Welch's test.
Dear Praheli Dhar Chowdhuri - at link You send there is no information about it; and there is no answer eiter. :/
Dear Jorge Ortiz Pinilla - I've downloaded IBM SPSS Statistics 24 Algorithms pdf file, which is available on ftp://public.dhe.ibm.com/software/analytics/spss/documentation/statistics/24.0/en/client/Manuals/IBM_SPSS_Statistics_Algorithms.pdf already. On page 735 there is Welch Test, but for Non Homogeneous Anova (with Brown-Forsythe also), but i dont see that in student's test section. Can You show me exact page? Thank You. :)
Dear Tomasz,
The formulas in page 954 for separate variances are those of Welch's statistics.
Dear Jorge Ortiz Pinilla - Thank you very much for this tip. Indeed, on page 954 are all patterns, in general from page 953 are all patterns for t-student tests. :) This is the answer I was looking for! Thank you!
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