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This article is part of Quantide’s web book “Raccoon – Statistical Models with R“. Raccoon is Quantide’s third web book after “Rabbit – Introduction to R” and “Ramarro – R for Developers“. See the full project here.

The second chapter of Racooon is focused on T-test and Anova. Through example it shows theory and R code of:

• 1-sample t-test
• 2-sample t-test
• Paired t
• 1-way Anova
• 2-way Anova
• Unbalanced anova with one obs dropped
• Fixed effects Nested Anova

This post is the first section of the chapter, about 1-sample t-test.

Throughout the web-book we will widely use the package qdata, containing about 80 datasets. You may find it here: https://github.com/quantide/qdata.

## Ch. 2.1 – T-test, Anova: 1-sample t-test

require(nortest)
require(car)
require(ggplot2)
require(dplyr)
require(gridExtra)
require(tidyr)
require(qdata)

## Example: Reaction temperature

### Data description

A chemical theory suggests that the temperature at which a certain chemical reaction occurs is 180 °C. reaction contains the results of 10 independent measurements.

Let us load and have a look at the data

data(reaction)
head(reaction)

##  180.6 179.4 181.3 178.5 179.8 176.9

str(reaction)

##  num [1:10] 181 179 181 178 180 ...

### Descriptives

First of all, let us calculate the main descriptive statistics on reaction:

# Add an index variable to reaction
reaction <- data.frame(reaction=reaction, index=1:10)

summary_stat <- reaction %>%  summarise(n=n(),
min=min(reaction),
first_qu=quantile(reaction, 0.25),
mean=mean(reaction),
median=median(reaction),
third_qu=quantile(reaction, 0.75),
max=max(reaction),
sd=sd(reaction))

print(summary_stat)

##    n   min first_qu   mean median third_qu   max       sd
## 1 10 176.9  178.725 179.49  179.6   180.55 181.3 1.427079

Sample mean and median are close to the hypothesized value of 180, and the data point values are close to 180 too.
Let us plot data (with collection time if meaningful) and add, with geom_hline() a reference line for temperature of 180 °C (red) and for the mean temperature (179.36 °C, green)

ggp <- ggplot(data = reaction, mapping=aes(x=index, y=reaction)) +
geom_point() +
ylim(c(177,183)) +
geom_hline(yintercept = 180, color="red") +
geom_hline(yintercept = mean(reaction$reaction), color="darkgreen") print(ggp) Plot of reaction values The plot shows the temperature (y-axis) on the index of observations (x-axis). Our objective is to verify if the distance between the two lines (red and green) may be due to chance or if it is unlikely from a statistical point of view. Remember that the main objective of a statistical test is not to accept the null hypothesis, but to find if enough evidence appear to refuse it. Now let us plot data without time (no index) by building a stripchart, which directly shows the points and is a good alternative to the boxplot: reaction$index <- rep(0, times=10)
ggp <- ggplot(data = reaction, mapping=aes(x=reaction, y=index)) +
geom_point() + ylim(c(-2,2)) +
geom_vline(xintercept = 180, color="red") +
geom_vline(xintercept = mean(reaction$reaction), color="darkgreen") + ylab("") + theme(axis.text.y=element_blank(), axis.ticks=element_blank()) + annotate("text", label = "reaction mean", x = 178.8, y = 2, size = 4, colour = "darkgreen") + annotate("text", label = "target", x = 180.3, y = 2, size = 4, colour = "red") print(ggp) ###  Stripchart of reaction values ### Inference and models #### One-sample Student’s $$t$$-test Standard instruments, as one-sample Student’s $$t$$-test, do not use linear models at appearance. Is it true? First let us check if the normality assumption of the $$t$$-test are plausible: let us check if data does not depart too much from normality by using the R function ad.test of the nortest require: ad.test(reaction$reaction)

##
##  Anderson-Darling normality test
##
## data:  reaction$reaction ## A = 0.25437, p-value = 0.6473 Anderson-Darling’s test tests the normality vs. the non-normality of data distribution. The p-value of the test is fully larger than 0.05, the usual standard for the first type α“>α error probability: therefore there is no evidence of non-normality. The Normal Probability Plot confirms the Anderson-Darling’s test result: ggp <- ggplot(data = reaction, mapping = aes(sample = reaction)) + stat_qq(color="darkblue", size=2) + geom_abline(mapping = aes(intercept=mean(reaction),slope=sd(reaction)), color="red", linetype=2) print(ggp) Normal probability plot of reaction The plot compares the observed quantiles with the corresponding quantiles of a standard Normal distribution. If data points come from a Normal distribution, then they will tendto follow a straight line. In this case this plot is “nice”. Now, let us test the hypothesis $$H_0$$ that the “true mean is equal to 180 °C”. t.test(reaction$reaction, mu = 180)

##
##  One Sample t-test
##
## data:  reaction$reaction ## t = -1.1301, df = 9, p-value = 0.2876 ## alternative hypothesis: true mean is not equal to 180 ## 95 percent confidence interval: ## 178.4691 180.5109 ## sample estimates: ## mean of x ## 179.49 We cannot refuse $$(H_0)$$ since the p-value is 0.2876. ### Linear models How can we think to an alternative which uses a model? Since normality assumption seems satisfied, we could fit a linear model with reaction as response variable and the only intercept as parameter (the model will then report only the mean): mod <- lm(formula = reaction~1, data = reaction) In above line of code, the formula argument of lm function gives the “structure” of the relation between dependent and independent variables: the ~ symbol separates the dependent variable from the model formulation, and the reaction ~ 1 formula means that the dependent variable reaction is modeled by the intercept term only (the 1) , or, equivalently in this case, by the mean. The output of linear model mod is mod ## ## Call: ## lm(formula = reaction ~ 1, data = reaction) ## ## Coefficients: ## (Intercept) ## 179.5 By applying the summary() R function to lm-type objects we get more information: summary(mod) ## ## Call: ## lm(formula = reaction ~ 1, data = reaction) ## ## Residuals: ## Min 1Q Median 3Q Max ## -2.590 -0.765 0.110 1.060 1.810 ## ## Coefficients: ## Estimate Std. Error t value Pr(>|t|) ## (Intercept) 179.4900 0.4513 397.7 <2e-16 *** ## --- ## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 ## ## Residual standard error: 1.427 on 9 degrees of freedom The very small p-value ($$<2^{-16}$$) tells us that the intercept is not 0; also, the intercept estimate (i.e., the mean) is close to 180. reaction_z <- reaction$reaction-180
fm <- lm(reaction_z~1)

or, equivalently:

fm <- lm(I(reaction-180)~1, data=reaction)

If the null hypothesis is true, then reaction-180 has 0 mean.
The output of the linear model fm is

summary(fm)

##
## Call:
## lm(formula = I(reaction - 180) ~ 1, data = reaction)
##
## Residuals:
##    Min     1Q Median     3Q    Max
## -2.590 -0.765  0.110  1.060  1.810
##
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)
## (Intercept)  -0.5100     0.4513   -1.13    0.288
##
## Residual standard error: 1.427 on 9 degrees of freedom

The estimated coefficient of the model, in this case the mean of reaction minus 180, is -0.51, indeed

mean(reaction$reaction) - 180 ##  -0.51 The p-value, 0.288, is the same of the $$t$$-test: in this case it means that the intercept is not significantly different from 0 (that is the mean of original data can be 180). This particularly simple regression model is then equivalent to one-sample $$t$$-test. Let us check for normality of residuals, even if in this particular case is redundant, since it is equivalent to check the normality of reaction. res <- data.frame(res=fm$residuals)
ad.test(res$res) ## ## Anderson-Darling normality test ## ## data: res$res
## A = 0.25437, p-value = 0.6473

ggp <- ggplot(data = res, mapping = aes(sample = res)) +
stat_qq(color="darkblue", size=2) +
geom_abline(mapping = aes(intercept=mean(res),slope=sd(res)), color="red", linetype=2)

print(ggp) Normal probability plot of residuals

Indeed, the p-value of Anderson-Darling’s test is the same as before. The q-q plot also confirms that the normality assumption is plausible.

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