The sandwich and the t-test
Read OriginalThis technical article demonstrates how the Welch-Satterthwaite unequal-variance t-test can be derived as a linear regression model with a single binary predictor, using the model-robust 'sandwich' variance estimator. It provides a detailed mathematical derivation showing the equivalence and notes the difference in degrees of freedom handling compared to the standard Student's t-test.
Comments
No comments yet
Be the first to share your thoughts!
Browser Extension
Get instant access to AllDevBlogs from your browser