Home |
Search |
Today's Posts |
|
#1
![]()
Posted to microsoft.public.excel.worksheet.functions
|
|||
|
|||
![]()
What Excel function or expression gives the same results
as the TI83 2-SampTTest function -- at least the p-value? Ostensibly, TTEST() seems to be the right thing. But it seems to want to work with the original data. I want to enter just the means and std devs of the two samples and compute the p-value. With a lot of effort, I suppose I could create two normal distributions that have the same mean and std devs. But that is "killing an ant with a sledgehammer". If I had the math formulas for computing the p-value, I suppose I could create a macro. But sigh, my stat text is unclear to me now, some time later -- like what should delta be in the Excel help sheet for "About statistical analysis tools t-test". Besides, even that is more work than I think should be necessary. |
#2
![]()
Posted to microsoft.public.excel.worksheet.functions
|
|||
|
|||
![]()
joeu2004 -
I don't have a T183, and if you don't want to wait for a reply from someone who does, please specify which of Excel's three t-tests you want to use. Delta refers to the hypothesized difference between the population means, usually zero. In the Analysis ToolPak versions of the tests, delta is called "hypothsized mean difference" in the dialog boxes. The specific calculations depend on the specific test (one of the three): You use delta, the sample means, the sample standard deviations, and the sample sizes to compute a t-statistic. You use the sample sizes to compute degrees of freedom for the t-statistic. And you use the TDIST worksheet function to get the p-value. - Mike www.mikemiddleton.com " wrote in message ... What Excel function or expression gives the same results as the TI83 2-SampTTest function -- at least the p-value? Ostensibly, TTEST() seems to be the right thing. But it seems to want to work with the original data. I want to enter just the means and std devs of the two samples and compute the p-value. With a lot of effort, I suppose I could create two normal distributions that have the same mean and std devs. But that is "killing an ant with a sledgehammer". If I had the math formulas for computing the p-value, I suppose I could create a macro. But sigh, my stat text is unclear to me now, some time later -- like what should delta be in the Excel help sheet for "About statistical analysis tools t-test". Besides, even that is more work than I think should be necessary. |
#3
![]()
Posted to microsoft.public.excel.worksheet.functions
|
|||
|
|||
![]()
"Mike Middleton" wrote:
I don't have a T183, and if you don't want to wait for a reply from someone who does I specified my requirement in TI83 terms partly because that was the tool I used and partly to provide an unambiguous specification of my requirement, lest I use the terminology incorrectly or we disagree on the terminology. I am still hoping someone with knowledge of both TI83 and Excel statistics will respond. please specify which of Excel's three t-tests you want to use. I believe the two-sample assuming equal (population?) variance test. But honestly, I do not recognize that terminology. As I said, I have two sample means and two sample std devs. The null hypothesis is that the population means are equal. Delta refers to the hypothesized difference between the population means, usually zero. Well, duh! Yes, I should have realized that zero works in my case. However, if my null hypothesis was "u1 = u2" -- with no presumption about the difference -- I do not know what would be appropriate for delta in the t-score formula given in the "about statistical analysis" help page. You use the sample sizes to compute degrees of freedom for the t-statistic. And you use the TDIST worksheet function to get the p-value. That's a lot of complexity. Are you confirming that there is no Excel function(s) to compute the p-value given only the sample means and std dev? I am surprised. |
#4
![]()
Posted to microsoft.public.excel.worksheet.functions
|
|||
|
|||
![]()
The example on p.481 of the TI-83 Plus/TI-83 Plus Silver Edition Graphing
Calculator Guidebook http://education.ti.com/guidebooks/graphing/83p/83m$book-eng.pdf is equivalent to Excel's =TTEST({12.207,16.869,25.05,22.429,8.456,10.589},{ 11.074,9.686,12.064,9.351,8.182,6.642},2,3) TI's option mu1<mu2 is equivalent to specifying a 2 for Excel's 3rd (tails) parameter. Specifying a 1 for Excel's 3rd (tails) parameter should give you the smaller of TI's 1-sided hypothesis p-values. The TI manual does not explain the pooled option, but I will guess that Pooled=No is equivalent to Excel's Type=3 and that Pooled=Yes is equivalent to Excel's Type=2 (4th argument). Excel does not have a pre-programmed equivalent of TI's Input=Stats mode, and TI does not appear to have a pre-programmed equivalent of TI's Type=1. Writing a VBA function to work from Stats instead of Data would be a straightforward exercise. There does not seem to be an MS KB equivalent of p.603 of the old Excel 5 User's Guide (the last time MS gave really good documentation of its statistical functionality), but formulas are widely available, for example http://www.statsdirect.com/help/para...ethods/utt.htm The Satterthwaite approximate df for unequal variances (Type=3) will generally not be an integer. Excel's TDIST() function does not support fractional df. Excel's Analysis ToolPak resolves this by truncating to the next smaller integer. The TI93 and Excel's TTEST function evaluate using the more accurate fractional df, which you can mimic by using the identity that TDist(x,df,2) = BetaDist(df/(df+x²),ï€*df/2, 0.5) Trying to find someone who is knowledgeable in both a pocket calculator and Excel may be a daunting task. For instance, I haven't used a pocket calculator in any serious way for over 20 years. Jerry " wrote: "Mike Middleton" wrote: I don't have a T183, and if you don't want to wait for a reply from someone who does I specified my requirement in TI83 terms partly because that was the tool I used and partly to provide an unambiguous specification of my requirement, lest I use the terminology incorrectly or we disagree on the terminology. I am still hoping someone with knowledge of both TI83 and Excel statistics will respond. please specify which of Excel's three t-tests you want to use. I believe the two-sample assuming equal (population?) variance test. But honestly, I do not recognize that terminology. As I said, I have two sample means and two sample std devs. The null hypothesis is that the population means are equal. Delta refers to the hypothesized difference between the population means, usually zero. Well, duh! Yes, I should have realized that zero works in my case. However, if my null hypothesis was "u1 = u2" -- with no presumption about the difference -- I do not know what would be appropriate for delta in the t-score formula given in the "about statistical analysis" help page. You use the sample sizes to compute degrees of freedom for the t-statistic. And you use the TDIST worksheet function to get the p-value. That's a lot of complexity. Are you confirming that there is no Excel function(s) to compute the p-value given only the sample means and std dev? I am surprised. |
#5
![]()
Posted to microsoft.public.excel.worksheet.functions
|
|||
|
|||
![]()
"Jerry W. Lewis" wrote:
The example on p.481 of the TI-83 Plus/TI-83 Plus Silver Edition Graphing Calculator Guidebook http://education.ti.com/guidebooks/graphing/83p/83m$book-eng.pdf is equivalent to Excel's =TTEST({12.207,16.869,25.05,22.429,8.456,10.589}, {11.074,9.686,12.064,9.351,8.182,6.642},2,3) If I had the raw data, I wouldn't be asking the question, now would I?! The TI83 also has the option of entering just two sample means and std devs. That is the __only__ case I want to discusss. Excel does not have a pre-programmed equivalent of TI's Input=Stats mode Okay, I'll take your word for it. I really am very surprised. There does not seem to be an MS KB equivalent of p.603 of the old Excel 5 User's Guide Is that available online today? I don't know how to get it. but formulas are widely available, for example http://www.statsdirect.com/help/para...ethods/utt.htm That seems to be the same formulas that are in the Excel "about statistical tools" help page. And I realize now that they would work for my case of a "u1 = u2" null hypothesis. I am just (still) surprised that I must enter all the formulas. I would think this is a not-uncommon requirement, albeit perhaps also not necessarily the most common one either. But according to my (remedial) stat book, the complete numerator for the t-score is (m1 - m2) - (u1 - u2), where m1 and m2 are the sample means, and u1 and u2 are the population means. That is the genesis of "delta" on the Excel help page. Of course, we do not know u1 and u2. So it is unclear how I would use that formula for a "u1 <= u2" null hypothesis. Oh well, that question is better discussed in a stat newsgroup. All I was asking here was what Excel function did the job. I am hearing a resounding "none!" :-(. |
#6
![]()
Posted to microsoft.public.excel.worksheet.functions
|
|||
|
|||
![]()
joeu2004 -
But according to my (remedial) stat book, the complete numerator for the t-score is (m1 - m2) - (u1 - u2), where m1 and m2 are the sample means, and u1 and u2 are the population means. That is the genesis of "delta" on the Excel help page. Of course, we do not know u1 and u2. So it is unclear how I would use that formula for a "u1 <= u2" null hypothesis. < One possible explanation is that classical statisticians may use a single point, not an interval, for the null hypothesis. That single point is the basis for the hypothesized sampling distribution from which the p-value is derived. The direction of the test is indicated by the alternative hypothesis, either left-tail, two-tail, or right-tail. - Mike www.mikemiddleton.com " wrote in message ... "Jerry W. Lewis" wrote: The example on p.481 of the TI-83 Plus/TI-83 Plus Silver Edition Graphing Calculator Guidebook http://education.ti.com/guidebooks/graphing/83p/83m$book-eng.pdf is equivalent to Excel's =TTEST({12.207,16.869,25.05,22.429,8.456,10.589}, {11.074,9.686,12.064,9.351,8.182,6.642},2,3) If I had the raw data, I wouldn't be asking the question, now would I?! The TI83 also has the option of entering just two sample means and std devs. That is the __only__ case I want to discusss. Excel does not have a pre-programmed equivalent of TI's Input=Stats mode Okay, I'll take your word for it. I really am very surprised. There does not seem to be an MS KB equivalent of p.603 of the old Excel 5 User's Guide Is that available online today? I don't know how to get it. but formulas are widely available, for example http://www.statsdirect.com/help/para...ethods/utt.htm That seems to be the same formulas that are in the Excel "about statistical tools" help page. And I realize now that they would work for my case of a "u1 = u2" null hypothesis. I am just (still) surprised that I must enter all the formulas. I would think this is a not-uncommon requirement, albeit perhaps also not necessarily the most common one either. But according to my (remedial) stat book, the complete numerator for the t-score is (m1 - m2) - (u1 - u2), where m1 and m2 are the sample means, and u1 and u2 are the population means. That is the genesis of "delta" on the Excel help page. Of course, we do not know u1 and u2. So it is unclear how I would use that formula for a "u1 <= u2" null hypothesis. Oh well, that question is better discussed in a stat newsgroup. All I was asking here was what Excel function did the job. I am hearing a resounding "none!" :-(. |
#7
![]()
Posted to microsoft.public.excel.worksheet.functions
|
|||
|
|||
![]()
" wrote:
If I had the raw data, I wouldn't be asking the question, now would I?! Your tone is heartwarming after I went to all that trouble for you. Your previous post said that you didn't understand Excel's terminology. That part of my post was included to relate Excel's terminology to TI83 terminlology. Oh well, that question is better discussed in a stat newsgroup. All I was asking here was what Excel function did the job. I am hearing a resounding "none!" :-(. As you wish. FYI, thus far you have been in discussion here with two PhD statisticians. I am interested in using the BetaDist() function. But in my news reader, there is a character before "df/2" which looks like a box, usually indicating an unsupported special character. I'm not sure it reproduced in the citation above. My question: is it simply "df/2", or is it something else? If the latter, please spell it out in English, since not all news readers support all character sets and special characters. The unsupported character was a space. It became a box because it was in the Symbol font in my original document. I changed the other symbol characters from a greek nu to "df", but my browser did not complain about the space ... If you implement both formulas for vaious test cases with integer df, you will see that the formula as received is correct, with the difference being that the BetaDist formula is not restricted to integer df. Jerry |
#8
![]()
Posted to microsoft.public.excel.worksheet.functions
|
|||
|
|||
![]()
"Jerry W. Lewis" wrote:
Excel's TDIST() function does not support fractional df. [....] Excel's TTEST function evaluate using the more accurate fractional df, which you can mimic by using the identity that TDist(x,df,2) = BetaDist(df/(df+x²),ï€*df/2, 0.5) I am interested in using the BetaDist() function. But in my news reader, there is a character before "df/2" which looks like a box, usually indicating an unsupported special character. I'm not sure it reproduced in the citation above. My question: is it simply "df/2", or is it something else? If the latter, please spell it out in English, since not all news readers support all character sets and special characters. |
Reply |
Thread Tools | Search this Thread |
Display Modes | |
|
|
![]() |
||||
Thread | Forum | |||
testing possible web interface glitch -- do not respond | Setting up and Configuration of Excel |