Simulations feasible? [General Sta­tis­tics]

posted by Helmut Homepage – Vienna, Austria, 2015-02-24 17:05 (4132 d 05:44 ago) – Posting: # 14502
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Hi ElMaestro,

❝ It will only lead to inflation of type I errors if the alpha for both the pretest and the BE is brainlessly chosen to be 5%.


Agree.

❝ Adjust them, and you're good to go in terms of the type I error.


Agree again.

❝ Choice of actual alpha's is of course a little tricky but that is a mere practicality.


The inflation can be nasty. See Ruxton’s Table 1.
For N1, N2 (11, 21) and s1, s2 (4, 1) the Type I Error of the con­ventional t-test is 0.155 (!)
OK, that’s extreme.

LMSTFY. :-D


IMHO, too many variables. Save your efforts – unless you will publish an entire book full of tables covering any possible combination (GMR, power, CV, sample size ratio, s-ratio).

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