Hi Joe,
You are right about the Behrens-Fisher problem. I was merely referring to
situations where the distribution of error terms is - assumed to be - known,
and not necessarily equal for all observations.
Thanks for pointing this out.
Best wishes,
Guido
--- On Mon, 9/11/09, jlu...@ria.buffalo.edu <jlu...@ria.buffalo.edu> wrote:
> From: jlu...@ria.buffalo.edu <jlu...@ria.buffalo.edu>
> Subject: Re: [R] The equivalence of t.test and the hypothesis testing of one
> way ANOVA
> To: "Guido van Steen" <gvst...@yahoo.com>
> Cc: "Peng Yu" <pengyu...@gmail.com>, r-help@r-project.org
> Date: Monday, 9 November, 2009, 8:44 PM
>
>
> Guido wrote
>
> "However, using a transformation
> matrix one can
> transform a model assuming unequal variances into an
> equivalent model assuming
> equal variances. On such a transformed model the F test or
> T test can be
> applied."
>
>
>
> This is indeed news to me. I
> thought such transformations
> for unequal variances applied only to cases where the
> variances were known.
> Unknown, unequal variances leads to the
> Behrens-Fisher problem and
> its generalizations, a problem not resolved by mere linear
> transformation.
> Correct me and point me to the literature if I've
> misunderstood.
>
>
>
> Joe
>
Get your preferred Email name!
Now you can @ymail.com and @rocketmail.com.
http://mail.promotions.yahoo.com/newdomains/aa/
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
