[SciPy-User] a TOST
josef.pktd@gmai...
josef.pktd@gmai...
Tue Oct 16 22:08:43 CDT 2012
On Tue, Oct 16, 2012 at 3:38 PM, <josef.pktd@gmail.com> wrote:
> On Tue, Oct 16, 2012 at 2:24 PM, Ralf Gommers <ralf.gommers@gmail.com> wrote:
>>
>>
>> On Tue, Oct 16, 2012 at 6:46 PM, <josef.pktd@gmail.com> wrote:
>>>
>>> On Tue, Oct 16, 2012 at 12:31 PM, Ralf Gommers <ralf.gommers@gmail.com>
>>> wrote:
>>> >
>>> >
>>> > On Tue, Oct 16, 2012 at 6:25 PM, <josef.pktd@gmail.com> wrote:
>>> >>
>>> >> https://gist.github.com/3900314
>>> >>
>>> >> label: statistical tests and options that are missing in scipy and
>>> >> statsmodels.
>>> >
>>> >
>>> > Is this a "how many incomprehensibly named t-test functions can we
>>> > create"
>>> > exercise?
>>> >
>>> > (only half kidding)
>>>
>>> TOST is a long established name in statistics
>>>
>>> exercise: look at how much SAS TTEST can do
>>>
>>> http://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_ttest_a0000000128.htm
>>> and ours are ... <limited>
to continue
in R:
> t.test(var1 ~ fact, data=clinic, mu=-0.6, alternative="greater")
Welch Two Sample t-test
data: var1 by fact
t = 3.0205, df = 26.748, p-value = 0.002749
alternative hypothesis: true difference in means is greater than -0.6
95 percent confidence interval:
-0.2666863 Inf
sample estimates:
mean in group 1 mean in group 2
3.498000 3.333333
scipy.stats.ttest_ind is missing a ``mu`` argument, difference in mean to test
Without it, an equivalence test for independent samples cannot be simply
written on top of it.
volunteers?
Josef
another TOST
---------------
tost {equivalence} R Documentation
Computes a TOST for equivalence from paired or unpaired data
Description
This function computes the test and key test quantities for the two
one-sided test for equivalence, as documented in Schuirmann (1981) and
Westlake (1981). This function computes the test for a sample of
paired differences or two samples, assumed to be from a
normally-distributed population.
Usage
tost(x, y = NULL, alpha = 0.05, epsilon, ...)
----------------
>>
>>
>> It can do more than what's in scipy.stats, I know. There's one function
>> TTEST in SAS though, with some keywords to control behavior. I'm all for
>> adding more useful functionality, but against more small functions with
>> names that will be meaningless for the vast majority of users.
>
> SAS is using big Procedures for most things.
>
> Unless a user looks for something known, most of these names are
> completely uninformative
> bartlett, levene, mood, spearmanr, mannwhitneyu, ...
> (I never heard of most of them, before working my way through it.)
>
> example
> http://rgm2.lab.nig.ac.jp/RGM2/functions.php?show=all&query=package:lmtest
>
> I tried to put a descriptive prefix on some of the tests
> http://statsmodels.sourceforge.net/devel/stats.html#residual-diagnostics-and-specification-tests
>
> I haven't figured out a good pattern yet for combining tests in the
> direction of the SAS style.
>
> the name for TOST should be ``equivalence_test`` or something similar.
>
> The main helpful information are pages about when to use which tests.
> my specific page
> http://statsmodels.sourceforge.net/devel/diagnostic.html#diagnostics
>
> for general 1 sample, 2 sample and k sample tests overview tables are
> available on the internet.
>
> Josef
>
>
>>
>> Ralf
>>
>>
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>>
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