{"title":"韦尔奇 t 检验比学生 t 检验对现实世界中违反分布假设的情况更敏感,但逻辑回归比两者都更稳健。","authors":"David Curtis","doi":"10.1007/s00362-024-01531-7","DOIUrl":null,"url":null,"abstract":"<p>It has previously been pointed out that Student’s <i>t</i> test, which assumes that samples are drawn from populations with equal standard deviations, can have an inflated Type I error rate if this assumption is violated. Hence it has been recommended that Welch’s <i>t</i> test should be preferred. In the context of carrying out gene-wise weighted burden tests for detecting association of rare variants with psoriasis we observe that Welch’s test performs unsatisfactorily. We show that if the assumption of normality is violated and observations follow a Poisson distribution, then with unequal sample sizes Welch’s <i>t</i> test has an inflated Type I error rate, is systematically biased and is prone to produce extremely low <i>p</i> values. We argue that such data can arise in a variety of real world situations and believe that researchers should be aware of this issue. Student’s <i>t</i> test performs much better in this scenario but a likelihood ratio test based on logistic regression models performs better still and we suggest that this might generally be a preferable method to test for a difference in distributions between two samples.</p><p>This research has been conducted using the UK Biobank Resource.</p>","PeriodicalId":51166,"journal":{"name":"Statistical Papers","volume":"239 ","pages":""},"PeriodicalIF":1.2000,"publicationDate":"2024-03-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Welch’s t test is more sensitive to real world violations of distributional assumptions than student’s t test but logistic regression is more robust than either\",\"authors\":\"David Curtis\",\"doi\":\"10.1007/s00362-024-01531-7\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>It has previously been pointed out that Student’s <i>t</i> test, which assumes that samples are drawn from populations with equal standard deviations, can have an inflated Type I error rate if this assumption is violated. Hence it has been recommended that Welch’s <i>t</i> test should be preferred. In the context of carrying out gene-wise weighted burden tests for detecting association of rare variants with psoriasis we observe that Welch’s test performs unsatisfactorily. We show that if the assumption of normality is violated and observations follow a Poisson distribution, then with unequal sample sizes Welch’s <i>t</i> test has an inflated Type I error rate, is systematically biased and is prone to produce extremely low <i>p</i> values. We argue that such data can arise in a variety of real world situations and believe that researchers should be aware of this issue. Student’s <i>t</i> test performs much better in this scenario but a likelihood ratio test based on logistic regression models performs better still and we suggest that this might generally be a preferable method to test for a difference in distributions between two samples.</p><p>This research has been conducted using the UK Biobank Resource.</p>\",\"PeriodicalId\":51166,\"journal\":{\"name\":\"Statistical Papers\",\"volume\":\"239 \",\"pages\":\"\"},\"PeriodicalIF\":1.2000,\"publicationDate\":\"2024-03-04\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Statistical Papers\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1007/s00362-024-01531-7\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Statistical Papers","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s00362-024-01531-7","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
摘要
以前曾有人指出,学生 t 检验假定样本来自标准差相等的群体,如果违反了这一假定,I 类错误率就会增大。因此,建议采用韦尔奇 t 检验。在为检测罕见变异体与银屑病的关联而进行基因加权负担测试时,我们发现韦尔奇检验的表现并不令人满意。我们的研究表明,如果违反了正态性假设,观察结果呈泊松分布,那么在样本量不等的情况下,韦尔奇 t 检验的 I 类错误率就会升高,出现系统性偏差,并容易产生极低的 p 值。我们认为,这种数据可能出现在现实世界的各种情况中,研究人员应该意识到这个问题。在这种情况下,学生 t 检验的效果要好得多,但基于逻辑回归模型的似然比检验的效果更好,我们认为这可能是检验两个样本分布差异的较好方法。
Welch’s t test is more sensitive to real world violations of distributional assumptions than student’s t test but logistic regression is more robust than either
It has previously been pointed out that Student’s t test, which assumes that samples are drawn from populations with equal standard deviations, can have an inflated Type I error rate if this assumption is violated. Hence it has been recommended that Welch’s t test should be preferred. In the context of carrying out gene-wise weighted burden tests for detecting association of rare variants with psoriasis we observe that Welch’s test performs unsatisfactorily. We show that if the assumption of normality is violated and observations follow a Poisson distribution, then with unequal sample sizes Welch’s t test has an inflated Type I error rate, is systematically biased and is prone to produce extremely low p values. We argue that such data can arise in a variety of real world situations and believe that researchers should be aware of this issue. Student’s t test performs much better in this scenario but a likelihood ratio test based on logistic regression models performs better still and we suggest that this might generally be a preferable method to test for a difference in distributions between two samples.
This research has been conducted using the UK Biobank Resource.
期刊介绍:
The journal Statistical Papers addresses itself to all persons and organizations that have to deal with statistical methods in their own field of work. It attempts to provide a forum for the presentation and critical assessment of statistical methods, in particular for the discussion of their methodological foundations as well as their potential applications. Methods that have broad applications will be preferred. However, special attention is given to those statistical methods which are relevant to the economic and social sciences. In addition to original research papers, readers will find survey articles, short notes, reports on statistical software, problem section, and book reviews.