James E. Pustejovsky jepusto
jepusto
/ Simulate Welch t-test
Last active
December 29, 2015 14:49
A simulation evaluating the confidence interval coverage for a difference in means, allowing for unequal variances, based on Welch's approximation for the degrees of freedom. The code demonstrates the basic structure of a simulation study in R.
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| #---------------------------------------------- | |
| # data-generating model | |
| #---------------------------------------------- | |
| two_group_data <- function(iterations, n, p, var_ratio, delta) { | |
| Group <- c(rep("C", n * p), rep("T", n * (1 - p))) | |
| Y_C <- matrix(rnorm(iterations * n * p, mean = 0, sd = 1), n * p, iterations) | |
| Y_T <- matrix(rnorm(iterations * n * (1 - p), mean = delta, sd = sqrt(var_ratio)), n * (1 - p), iterations) | |
| dat <- data.frame(Group, rbind(Y_C, Y_T)) | |
| return(dat) |
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