Thomas Lumley 12/1/2022

The sandwich and the t-test

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This 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.

The sandwich and the t-test

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