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Welch's t-test equivalent linear model? #12

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eigenfoo opened this issue Jun 26, 2019 · 1 comment

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eigenfoo commented Jun 26, 2019

See https://eigenfoo.xyz/tests-as-linear/#5.2-Welch%E2%80%99s-t-test

The original R post (https://lindeloev.github.io/tests-as-linear/#52_welch%E2%80%99s_t-test) does not go into detail about how to modify the linear model to have different variances.

eigenfoo added the help wanted label

ivanistheone commented Feb 1, 2024

I've added Welch's t-test (two-sample t-test with unequal variances), which can be done using GLS, see:

minireference@98400c1

It's not as elegant as the R version where the model learns the sample variances on its own, but logically it's the same thing.

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