T-tests

Computing a t-test
the t statistic
the t distribution

Measures of Effect Size

Confidence Intervals Cohens d

Part I
Computing a t-test
the t statistic the t distribution

Z as test statistic
Use a Z-statistic only if you know the population standard deviation ().
Z-statistic converts a sample mean into a z-score from the null distribution.
Z test X H0 SE X H0

p-value is the probability of getting a Ztest as extreme as yours under the null distribution

One tail
Reject H0 Fail to reject H0

.05
Zcrit
-1.65

Two tail

Reject H0

Fail to reject H0

Reject H0

.025
Zcrit
-1.96

.025
Zcrit
1.96

t as a test statistic

Sample _ X

Population

z-test
Population

Sample _ X, s

t-test

t as a test statistic
t-test: uses sample data to evaluate a hypothesis about a population mean when population stdev () is unknown
We use the sample stdev (s) to estimate the standard error standard error x

estimated standard error

sx =

s
n

X H0

X H0 sX

t as a test statistic
Use a t-statistic when you dont know the population standard deviation ().

t-statistic converts a sample mean into a t-score (using the null hypothesis)
ttest X H0 SE X H0 s n

p-value is the probability of getting a ttest as extreme as yours under the null distribution

t distribution
You can use s to approximate , but then the sampling distribution is a t distribution instead of a normal distribution
Why are Z-scores normally distributed, but t-scores are not?
normal normal

Random variable constant

Random variable constant

ztest

X H0

ttest

X H0 sX
non normal

constant

Random variable

t distribution
With a very large sample, the estimated standard error will be very near the true standard error, and thus t will be almost exactly the same as Z. Unlike the standard normal (z) distribution, t is a family of curves. As n gets bigger, t becomes more normal. For smaller n, the t distribution is platykurtic (narrower peak, fatter tails) We use degrees of freedom to identify which t curve to use. For a basic t-test, df = n-1

Comparing a t (df=5) with the Standard Normal Distribution

Zcrit Tcrit 1.96 2.57

Degrees of freedom
the number of scores in a sample that are free to vary
e.g. for 1 sample, sample mean restricts one value so df = n-1

As df approaches infinity, t-distribution approximates a normal curve

At low df, t-distribution has fat tails, which means tcrit is going to be a bit larger than Zcrit. Thus the sample evidence must be more extreme before we get to reject the null. (a tougher test).

t distribution
Too many different curves to put each one in a table. Table E.6 shows just the critical values for one tail at various degrees of freedom and various levels of alpha.

Table E.6
Level of significance for a one-tailed test

df
1 2 3 4

.05
6.314 2.920 2.353 2.132

.025

.01

.005

tcrit

12.706 32.821 63.657 4.303 6.965 9.925 3.182 4.541 5.841 2.776 3.747 4.604

This makes it harder to get exact p-values. You have to estimate.

Practice with Table E.6

With a sample of size 6, what is the degrees of freedom? For a onetailed test, what is the critical value of t for an alpha of .05? For an alpha of .01? df=5, t =2.015; t =3.365
crit crit

For a sample of size 25, doing a two-tailed test, what is the degrees of freedom and the critical value of t for an alpha of .05 and for an alpha of .01? df=24, tcrit=2.064; tcrit=2.797 You have a sample of size 13 and you are doing a one-tailed test. Your tcalc = 2. What do you approximate the p-value to be?
p-value between .025 and .05 p-value between .05 and .10

What if you had the same data, but were doing a two-tailed test?

Illustration
In a study of families of cancer patients, Compas et al (1994) observed that very young children report few symptoms of anxiety on the CMAS. Contained within the CMAS are nine items that make up a social desirability scale. Compas wanted to know if young children have unusually high social desirability scores.

Illustration
He got a sample of 36 children of families with a cancer parent. The mean SDS score was 4.39 with a standard deviation of 2.61. Previous studies indicated that a population of elementary school children (all ages) typically has a mean of 3.87 on the SDS. Is there evidence that Compass sample of very young children was significantly different than the general child population? tcalc=1.195, df = 35 two tailed p-value = btwn .20 and .30
What should he conclude? What can he do now?

Factors that affect the magnitude of t and the decision

the actual obtained difference X
the magnitude of the sample variance (s2) the sample size (n)

the significance level (alpha)

whether the test is one-tail or two-tail

How could you increase your chances of rejecting the null?

Part II
Measures of Effect Size
Confidence Intervals Cohens d

Hypothesis Tests vs Effect Size

Hypothesis Tests
Set up a null hypothesis about . Reject (or fail to reject) it. Only indicates direction of effect (e.g. >H0) Says nothing about effect size except large enough to be significant.

Effect Size
Tells you about the magnitude of the phenomenon Helpful in deciding importance Not just which direction but how far

P-value: Bad Measure of Effect Size

Significant does not mean important or large
Significance is dependent on sample size

The null hypothesis is never true in fact. Give me a large enough sample and I can guarantee a significant result. -Abelson

Confidence Interval
We could estimate effect size with our observed sample deviation X H
0

But we want a window of uncertainty around that estimate. So we provide a confidence interval for our observed deviation We say we are xx% confident that the true effect size lies somewhere in that window

Finding the Window

__ X

Finding the Window

__ X

Finding the Window

could be

__ X

If we want alpha = .05, what is the lowest H0 we would accept?

.05

X 1.96 ( SE )

__ X

If we want alpha = .05, what is the highest H0 we would accept?

.05 __ X
X 1.96 ( SE )

Lets generalize.

For any particular level of alpha, the confidence interval is

X tcrit (SE )

Our Window!
to

X tcrit (SE )

X 1.96 ( SE )

__ X

X 1.96 ( SE )

Confidence intervals
Confidence level = 1 - If alpha is .05, then the confidence level is 95% 95% confidence means that 95% of the time, this procedure will capture the true mean (or the true effect) somewhere within the range.

Constructing confidence intervals

Choose level of confidence (90%, 95%, 99%) Find critical t-value (compare with two-tailed alphas)

Find standard error

Get Confidence Interval C.I. for mean C.I. for effect

X tcrit ( s X )

( X H0 ) tcrit (sX )

Exercise in constructing CI
We have a sample of 10 girls who, on average, went on their 1st dates at 15.5 yrs, with a standard deviation of 4.2 years.
What range of values can we assert with 95% confidence contains the true population mean? Margin = 3 years CI = (12.50, 18.50)
Using an alpha=.05, would we reject the null hypothesis that =10?
What about that =17?

yes
no

Exercise in constructing CI
We have a sample of 10 girls who, on average, went on their 1st dates at 15.5 yrs, with a standard deviation of 4.2 years.
Lets say we were comparing this sample (of girls from New York) to the general American population = 13 years What is our C.I. estimate of the effect size for being from New York? Margin = 3 years CI = (-0.50, 5.50)

Factors affecting a CI
1. Level of confidence
1. (higher confidence ==> wider interval)

2. Sample size
1. (larger n ==> narrower interval)

Confidence Intervals
Pros Gives a range of likely values for effect in original units Has all the information of a significance test and more builds in the level of certainty Cons Units are specific to sample Hard to compare across studies

No reference point (is this a big effect?)

Cohens D

A standardized way to estimate effect size

Compares the size of the effect to the size of the standard deviation
d X H0 s

Exercise in constructing d
We have a sample of 10 girls who, on average, went on their 1st dates at 15.5 yrs, with a standard deviation of 4.2 years.
Lets say we were comparing this sample (of girls from New York) to the general American population = 13 years What is our d estimate of the effect size for being from New York?

15.5 13 d .595 4.2

Exercise in constructing d
What is our d estimate of the effect size for being from New York? 15.5 13 d .595 4.2 Is this big?
.2 .5 .8 >1 small moderate large a very big deal

Cohens D
Pros Uses an important reference point (s) Is standardized Can be compared across studies Cons Loses raw units Provides no estimate of certainty

Review
Hypothesis Tests
t-test
ttest X sX

Confidence Interval t interval Effect Size Cohens d

X uH0 s
X tcrit s X

or ( X H ) tcrit sX
0