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Welch's t-test equivalent linear model?

Open eigenfoo opened this issue 6 years ago • 1 comments

See https://eigenfoo.xyz/tests-as-linear/#5.2-Welch%E2%80%99s-t-test

The original R post (https://lindeloev.github.io/tests-as-linear/#52_welch%E2%80%99s_t-test) does not go into detail about how to modify the linear model to have different variances.

eigenfoo avatar Jun 26 '19 01:06 eigenfoo

I've added Welch's t-test (two-sample t-test with unequal variances), which can be done using GLS, see:

https://github.com/minireference/tests-as-linear/commit/98400c13b691ff1ed451ebfa9e817ca186c44d64

It's not as elegant as the R version where the model learns the sample variances on its own, but logically it's the same thing.

ivanistheone avatar Feb 01 '24 18:02 ivanistheone