Step-by-step-commands-in-doing-hypothesis-testing (3)
Step-by-step-commands-in-doing-hypothesis-testing (3)
HYPOTHESIS TESTING
Independent Samples t Test
Note: The Independent Samples t Test can only compare the means for
two (and only two) groups. It cannot make comparisons among more than
two groups. If you wish to compare the means across more than two
groups, you will likely want to run an ANOVA.
Data Requirements
Your data must meet the following requirements:
1. Dependent variable that is continuous (i.e., interval or ratio level)
2. Independent variable that is categorical (i.e., two or more groups)
3. Cases that have values on both the dependent and independent
variables
4. Independent samples/groups (i.e., independence of observations)
There is no relationship between the subjects in each sample. This means
that:
Subjects in the first group cannot also be in the second group
No subject in either group can influence subjects in the other group
No group can influence the other group
Violation
5. Random of this
sample assumption
of data from thewill yield an inaccurate p value
population
6. Normal distribution (approximately) of the dependent variable for each group
Non-normal population distributions, especially those that are thick-tailed
or heavily skewed, considerably reduce the power of the test
Among moderate or large samples, a violation of normality may still yield
accurate p values
7. Homogeneity of variances (i.e., variances approximately equal across groups)
When this assumption is violated and the sample sizes for each group
differ, the p value is not trustworthy. However, the Independent
Samples t Test output also includes an approximate t statistic that is not
based on assuming equal population variances. This alternative statistic,
called the Welch t Test statistic1, may be used when equal variances among
populations cannot be assumed. The Welch t Test is also known an
Unequal Variance t Test or Separate Variances t Test.
8. No outliers
Note: When one or more of the assumptions for the Independent Samples t Test
are not met, you may want to run the nonparametric Mann-Whitney U Test
instead.
Researchers often follow several rules of thumb:
Each group should have at least 6 subjects, ideally more. Inferences for the
population will be more tenuous with too few subjects.
A balanced design (i.e., same number of subjects in each group) is ideal.
Extremely unbalanced designs increase the possibility that violating any of
the requirements/assumptions will threaten the validity of the Independent
Samples t Test.
Hypotheses
The null hypothesis (H0) and alternative hypothesis (H1) of the Independent
Samples t Test can be expressed in two different but equivalent ways:
H0: µ1 = µ2 ("the two population means are equal")
H1: µ1 ≠ µ2 ("the two population means are not equal")
OR
H0: µ1 - µ2 = 0 ("the difference between the two population means is equal to 0")
H1: µ1 - µ2 ≠ 0 ("the difference between the two population means is not 0")
where µ1 and µ2 are the population means for group 1 and group 2, respectively.
Notice that the second set of hypotheses can be derived from the first set by
simply subtracting µ2 from both sides of the equation.
Levene’s Test for Equality of Variances
with
sp=(n1−1)s21+(n2−1)s22n1+n2−2−−−−−−−−−−−−−−−−−−
−√sp=(n1−1)s12+(n2−1)s22n1+n2−2
Where
x¯1x¯1 = Mean of first sample
x¯2x¯2 = Mean of second sample
n1n1 = Sample size (i.e., number of observations) of first sample
n2n2 = Sample size (i.e., number of observations) of second sample
s1s1 = Standard deviation of first sample
s2s2 = Standard deviation of second sample
spsp = Pooled standard deviation
The calculated t value is then compared to the critical t value from
the t distribution table with degrees of freedom df = n + n - 2 and
1 2
variance estimate may not be accurate, which would affect the accuracy
of our test statistic (and hence, the p-value).
EQUAL VARIANCES NOT ASSUMED
When the two independent samples are assumed to be drawn from populations
with unequal variances (i.e., σ ≠ σ ), the test statistic t is computed as:
1
2
2
2
t=x¯¯¯1−x¯¯¯2s n1
21 +s n2
22 −−−−−−√t=x¯1−x¯2s12n1+s22n2
where
x¯1x¯1 = Mean of first sample
x¯2x¯2 = Mean of second sample
n1n1 = Sample size (i.e., number of observations) of first sample
n2n2 = Sample size (i.e., number of observations) of second sample
s1s1 = Standard deviation of first sample
s2s2 = Standard deviation of second sample
The calculated t value is then compared to the critical t value from
the t distribution table with degrees of freedom
df=(s n1
21 +s ) ( ) +1n −1(s
n2 21n1−1 s21n1 2
22 2 22 )
n2 2df=(s12n1+s22n2)21n1−1(s12n1)2+1n2−1(s22n2
)2
and chosen confidence level. If the calculated t value > critical t value, then we
reject the null hypothesis.
Note that this form of the independent samples t test statistic does not assume
equal variances. This is why both the denominator of the test statistic and the
degrees of freedom of the critical value of t are different than the equal variances
form of the test statistic.
Data Set-Up
Your data should include two variables (represented in columns) that will
be used in the analysis. The independent variable should be categorical
and include exactly two groups. (Note that SPSS restricts categorical
indicators to numeric or short string values only.) The dependent
variable should be continuous (i.e., interval or ratio).
SPSS can only make use of cases that have nonmissing values for the
independent and the dependent variables, so if a case has a missing
value for either variable, it cannot be included in the test.
1 Use specified values: If your grouping variable is categorical, select Use specified values. Enter the
values for the categories you wish to compare in the Group 1 and Group 2 fields. If your categories are
numerically coded, you will enter the numeric codes. If your group variable is string, you will enter the
exact text strings representing the two categories. If your grouping variable has more than two
categories (e.g., takes on values of 1, 2, 3, 4), you can specify two of the categories to be compared
(SPSS will disregard the other categories in this case).
Note that when computing the test statistic, SPSS will subtract the mean of the Group 2 from the mean
of Group 1. Changing the order of the subtraction affects the sign of the results, but does not affect the
magnitude of the results.
2 Cut point: If your grouping variable is numeric and continuous, you can designate a cut point for
dichotomizing the variable. This will separate the cases into two categories based on the cut point.
Specifically, for a given cut point x, the new categories will be:
Group 1: All cases where grouping variable > x
Group 2: All cases where grouping variable < x
Note that this implies that cases where the grouping variable is
equal to the cut point itself will be included in the "greater than or
equal to" category. (If you want your cut point to be included in a
"less than or equal to" group, then you will need to use Recode
into Different Variables or use DO IF syntax to create this
grouping variable yourself.) Also note that while you can use cut
points on any variable that has a numeric type, it may not make
practical sense depending on the actual measurement level of the
variable (e.g., nominal categorical variables coded numerically).
Additionally, using a dichotomized variable created via a cut point
generally reduces the power of the test compared to using a non-
dichotomized variable.
OPTIONS
Clicking the Options button (D) opens the Options window:
The Confidence Interval Percentage box allows you to specify the confidence level for
a confidence interval. Note that this setting does NOT affect the test statistic or p-
value or standard error; it only affects the computed upper and lower bounds of the
confidence interval. You can enter any value between 1 and 99 in this box (although in
practice, it only makes sense to enter numbers between 90 and 99).
The Missing Values section allows you to choose if cases should be excluded "analysis
by analysis" (i.e. pairwise deletion) or excluded listwise. This setting is not relevant if
you have only specified one dependent variable; it only matters if you are entering
more than one dependent (continuous numeric) variable. In that case, excluding
"analysis by analysis" will use all nonmissing values for a given variable. If you
exclude "listwise", it will only use the cases with nonmissing values for all of the
variables entered. Depending on the amount of missing data you have, listwise
deletion could greatly reduce your sample size.
Example: Independent samples T test when variances are
not equal
PROBLEM STATEMENT
H: µ
0 non-athlete -µ athlete = 0 ("the difference of the means is equal to zero")
H: µ
1 non-athlete -µ athlete ≠ 0 ("the difference of the means is not equal to zero")
where µ and µ
athlete non-athlete are the population means for athletes and non-athletes,
respectively.
In the sample data, we will use two variables: Athlete and MileMinDur. The
variable Athlete has values of either “0” (non-athlete) or "1" (athlete). It will
function as the independent variable in this T test. The variable MileMinDur is a
numeric duration variable (h:mm:ss), and it will function as the dependent variable.
In SPSS, the first few rows of data look like this:
BEFORE THE TEST
Before running the Independent Samples t Test, it is a good idea to look at
descriptive statistics and graphs to get an idea of what to expect. Running
Compare Means (Analyze > Compare Means > Means) to get
descriptive statistics by group tells us that the standard deviation in mile
time for non-athletes is about 2 minutes; for athletes, it is about 49
seconds. This corresponds to a variance of 14803 seconds for non-athletes,
and a variance of 2447 seconds for athletes . Running the Explore
1
1
When computing the variance of a duration variable (formatted as
hh:mm:ss or mm:ss or mm:ss.s), SPSS converts the standard
deviation value to seconds before squaring.
RUNNING THE TEST
To run the Independent Samples t Test:
1. Click Analyze > Compare Means > Independent-Samples T
Test.
2. Move the variable Athlete to the Grouping Variable field, and
move the variable MileMinDur to the Test Variable(s) area.
Now Athlete is defined as the independent variable
and MileMinDur is defined as the dependent variable.
3. Click Define Groups, which opens a new window. Use
specified values is selected by default. Since our grouping
variable is numerically coded (0 = "Non-athlete", 1 = "Athlete"),
type “0” in the first text box, and “1” in the second text box. This
indicates that we will compare groups 0 and 1, which
correspond to non-athletes and athletes, respectively.
Click Continue when finished.
4. Click OK to run the Independent Samples t Test. Output for the
analysis will display in the Output Viewer window.
SYNTAX
T-TEST GROUPS=Athlete(0 1)
/MISSING=ANALYSIS
/VARIABLES=MileMinDur
/CRITERIA=CI(.95).
OUTPUT
TABLES
Two sections (boxes) appear in the output: Group
Statistics and Independent Samples Test. The first section, Group
Statistics, provides basic information about the group comparisons,
including the sample size (n), mean, standard deviation, and standard error
for mile times by group. In this example, there are 166 athletes and 226 non-
athletes. The mean mile time for athletes is 6 minutes 51 seconds, and the
mean mile time for non-athletes is 9 minutes 6 seconds.
The second section, Independent Samples Test, displays the results most
relevant to the Independent Samples t Test. There are two parts that provide
different pieces of information: (A) Levene’s Test for Equality of Variances
and (B) t-test for Equality of Means.
A) Levene's Test for Equality of of Variances: This section has the test
results for Levene's Test. From left to right:
F is the test statistic of Levene's test
Sig. is the p-value corresponding to this test statistic.
The p-value of Levene's test is printed as ".000" (but should be read as p <
0.001 -- i.e., p very small), so we we reject the null of Levene's test and
conclude that the variance in mile time of athletes is significantly different
than that of non-athletes. This tells us that we should look at the "Equal
variances not assumed" row for the t test (and corresponding
confidence interval) results. (If this test result had not been significant --
that is, if we had observed p > α -- then we would have used the "Equal
variances assumed" output.)
B) t-test for Equality of Means provides the results for the actual Independent
Samples t Test. From left to right:
t is the computed test statistic
df is the degrees of freedom
Sig (2-tailed) is the p-value corresponding to the given test statistic and degrees of
freedom
Mean Difference is the difference between the sample means; it also corresponds
to the numerator of the test statistic
Std. Error Difference is the standard error; it also corresponds to the denominator
of the test statistic
Note that the mean difference is calculated by subtracting the mean of the second
group from the mean of the first group. In this example, the mean mile time for
athletes was subtracted from the mean mile time for non-athletes (9:06 minus 6:51 =
02:14). The sign of the mean difference corresponds to the sign of the t value. The
positive t value in this example indicates that the mean mile time for the first group,
non-athletes, is significantly greater than the mean for the second group, athletes.
The associated p value is printed as ".000"; double-clicking on the p-value will reveal
the un-rounded number. SPSS rounds p-values to three decimal places, so any p-value
too small to round up to .001 will print as .000. (In this particular example, the p-
values are on the order of 10-40.)
C) Confidence Interval of the Difference: This part of the t-test output complements
the significance test results. Typically, if the CI for the mean difference contains 0, the
results are not significant at the chosen significance level. In this example, the 95% CI
is [01:57, 02:32], which does not contain zero; this agrees with the small p-value of the
significance test.
DECISION AND CONCLUSIONS
Since p < .001 is less than our chosen significance level α =
0.05, we can reject the null hypothesis, and conclude that
the that the mean mile time for athletes and non-athletes is
significantly different.