1. Comparison of Two Conditions for Continuous Measurements Lecture 6

2. Description of Problem Suppose that you are interested in the effect of a binary variable on a continuous variable Diesel exhaust vs. clean air → White Blood Cell count Special instruction vs. a control condition → test scores that measure students’ understanding of abstract ideas about risk

3. Two Variables of Interest The Predictor is the variable that is being used to “predict” the value of another variable. Also commonly referred to as the independent variable or the explanatory variable. For now, we assume this variable is binary or dichotomous, ie., a variable with two levels. The Response is the outcome variable in whose value we are interested. Also commonly referred to as the dependent variable. For now, we assume this variable is continuous. WARNING! The use of this terminology does not imply actual causation!

4. Two Study Designs Independent Groups Subjects at each level of the predictor are sampled independently of one another The levels of the predictor may be automatic (such as gender) or subjects may be randomly assigned to a “group” (Type of instruction) Paired Samples

5. Individual subjects are measured at both levels of the predictor. OR Subjects are paired such that one member of the pair is at one level of the predictor and the other member of the pair is at the other. The levels of the predictor may be automatic (such as before/after an exam or mother/daughter) or may be randomly assigned to each unit of the pair (special instruction/control) Pairs are often put together based on demographic information, such as age, gender, ethnicity, etc. or are natural pairings such as in the case of family linkages.

6. Hypotheses in Words H 0 : Predictor has no effect or H 0 : versus H A : Predictor has an effect (may specify which level is associated with a larger mean) or H A :

7. Hypotheses in Statistical Notation H 0 : Predictor has no effect/Group means are equal translates to H 0 : μ a = μ b or equivalently H 0 : μ a - μ b = 0 VERSUS H A : Predictor has an effect/Group means are unequal translates to H A : μ a ≠ μ b OR μ a > μ b OR μ a < μ b or equivalently H A : μ a - μ b ≠ 0 OR μ a - μ b > 0 OR μ a - μ b < 0

8. Example – Two Independent Groups “Risperidone improves disruptive behavior in children with low IQ. … Dr. Michael Aman from Ohio State University, Columbus, and colleagues randomly assigned 118 children … with the atypical antipsychotic at mean dose of 0.98 mg/kg daily for 6 weeks or placebo. Intention-to-treat analysis found that children receiving risperidone had a significant 47.3% reduction on the Conduct Problem subscale of the NCBRF compared with children receiving placebo (20.9%).”

9. Indep.Groups – Risperidone Example Let’s start the analysis by comparing the information presented at baseline to demonstrate that the two groups, into which children were randomized, did not have significantly different conduct problem scores at baseline. (See Table 1, Am J Psychiatry 2002;159:1337) To study the differences between groups, we are interested in the quantity μ a - μ b, where μ a is the mean of conduct problem scores for the placebo group and μ b is the mean for the risperidone group. The sample means are both approximately normally distributed and are independent of one another. Normality of the sampling distribution of the sample means follows by the CLT (n a =63, n b =55) Independence of the sample means follows from the fact that the groups contain subjects that are independent of one another.

10. Example – Paired Sample Description Each member of 11 heterosexual double income couples (in which both members were between the ages of 30 and 40 years) were questioned about the average amount of time that they spent reading the newspaper or watching the news on TV. Do women and men spend different amounts of time catching up on the news via the newspaper and TV?

11. Paired News Example To study the differences between groups (genders), we are interested in the quantity μ a - μ b, where μ a is the mean time for females and μ b is the mean for males. Are the sample means both approximately normally distributed? Only if the original population distributions are assumed normal. That is the times of all females in double income couples must approximately follow a normal distribution. The same is true for the time of all males. The sample means are approximately normally distributed, but are NOT independent of one another. The times spent catching up on the news by a man and a woman in the same couple would be expected be associated with each other.

12. Components needed for inference When the sampling distribution of the estimate is approximately normal, Confidence Interval is of the form Estimate ± (Critical value x Std.Error) Test Statistic is of the form ( Estimate - Null value) / Std.Error Hence, for each study design (independent groups or paired), we need to 1). 2). 3)..

13. Paired Sample #1: Estimate of μ a - μ b The Estimate of μ a - μ b is (Sample mean a – Sample mean b) For paired samples, this is equivalent to the sample mean of the pair differences, i.e., D = Y a – Y b Y a = measurement from member a of each pair Y b = measurement from member b of each pair If there are n pairs in the study, there are total of n observed D’s.

14. Paired Sample #2 cont.: Standard Error Since we can calculate the estimate of the difference of population means as the average of the differences (the D’s), we can calculate the standard error of the estimate as the standard error of an average. Hence, the standard error is given by s D /sqrt(n pairs ) where

15. Paired Differences Example – Statistics Group averages are 0.591 and 0.446 The difference of these averages is 0.146 The average of the differences is also 0.146 Standard Deviation of the 11 differences is 0.202 The standard error of the average of the differences is 0.202/sqrt(11) = 0.061 (The standard deviations for each of the groups are 0.378 and 0.359.) Wife0.40.51.00.20.91.01.20.10.60.40.2 Husband0.50.40.70.00.61.20.70.10.50.1 Difference-0.10.10.30.20.3-0.20.50.00.10.30.1

16. Paired Differences Example – #3 What’s the Sampling Distribution? Estimate and SE are calculated the same as in the one-sample case. Therefore, to determine the sampling distribution, we need to consider the sample size or the population distribution. Here is a histogram of the differences.

17. #3 Sampling Distribution for Paired Samples If the sample size is large, then the sampling distribution of the averaged differences is approximately normal distribution (CLT). If the sample size is small and the distribution of differences approximately normal, then the sampling distribution is the t-distribution with n pairs -1 degrees of freedom. Confidence Intervals and p-values for Hypothesis tests for paired samples (when the outcome is continuous) are calculated the same way we have been doing these with one-group samples.

18. Independent Groups Sample #1: Estimate of μ a - μ b Just take the difference of the two averages! Average of Conduct problem scores at Baseline: Placebo Group: 34.5 Risperidone Group: 32.9 Difference: 34.5 - 32.9 = 1.6

19. #2: Standard Error for Two Independent Groups FACT: The variance of the difference (or sum) of two independent normal random variables is the sum of the two variances.

20. #2, cont.: Std.Error, 2 Groups Recall: The Standard Error is the estimate of the standard deviation of the sampling distribution of the sample mean. The true standard error of the difference of the two sample means is How this is estimated in practice depends on whether σ a and σ b are assumed to be equal.

21. #2 cont.: Special Cases of Std.Error, 2 Groups Easiest case: σ a ≠ σ b The standard deviation is estimated by replacing σ a and σ b by their respective standard deviations in the equation give on the previous slide. Harder case: Assume σ a = σ b = σ The common value of the standard deviation, σ, is estimated by and replaces both σ a and σ b on the previous slide.

22. Two Group Example – Standard Deviations Are standard deviations for the two groups equal? The paper gives these values to be 6.9 and 7.6 for the placebo and Risperidone children respectively. Just eyeing them I can’t tell if the differences are due to random chance or not. We will try both tests (one for equal variances and one for unequal variances)

23. Cont. (unequal variances) If we assume unequal variances, then SE = sqrt(variance a /n a + variance b /n b ) = sqrt(6.9 2 /63 + 7.6 2 /55) = 1.344

24. Cont. (equal variances) If we assume equal variances, then first calculate the pooled estimate of the std. dev. And, SE=sqrt(SD pooled 2 /n a + SD pooled 2 /n b ) =sqrt(7.234 2 /63 + 7.234 2 /55) =1.335

25. The estimate of the difference of the means divided by its standard error Follows a normal distribution if the sample size is large enough Follows a t-distribution with n a +n b -2 degrees of freedom if with equal variances, the samples come from normal distributions Follows a mixture of t-distributions if the variances are unequal and the samples come from normal distributions #3: Sampling Distribution of the Estimate – 2 Independent Groups

26. Background: Sampling Distributions of the Estimates FACT: “Linear combinations” of normally distributed variables are also normally distributed. CONSEQUENCE: If the original measurements follow a normal distribution, then any estimate composed of these measurements that is a sum, a difference, an average, a difference of averages or an average of differences will also follow a normal distribution. Examples: Average for Single Group (if sample size is small and original measurements come from a normal distribution or, by CLT, if sample size is large) Independent Groups: Difference of averages Paired Samples: Average of differences

27. Choosing a Critical Values for CI’s and HT’s Paired Sample Large Sample: Gaussian Table Small Sample: t-distribution with (n pairs -1) d.f. Two Independent Groups Large Sample: Gaussian Table Small Sample: Population variances unequal – related to t- distribution Pop’n variances equal – t-dist’n with (n a +n b -2) d.f.

28. Paired Differences Example 95% Confidence Interval Assumptions for CI Independent, random sample of pairs, Differences have approximately normal pop’n distribution Confidence Interval (using t-distribution 10 d.f.) Avg Diff +/- 2.228 SE 0.146 +/- 2.228 (0.061) (0.010, 0.282) Interpretation We are 95% confident that the difference in the time spent reading or watching the news between women and men is between 0.010 and 0.282 hours (with women spending more time). (between 0.6 and 16.9 minutes)

29. Paired Differences Example Hypothesis Test Study Hypothesis: Men and women spend different amounts of time reading/watching the news. 1. Assumptions: Independent, random sample of pairs, Differences have approximately normal pop’n distribution 2. Hypotheses: H 0 : μ a – μ b = 0 vs. H A : μ a – μ b ≠ 0 3. Test Statistic: t = (Avg.Diff-0)/SE = 0.146/0.061 = 2.393 Interpretation:

30. Paired Differences HT, cont. 4. Critical Value: t-table, 2-sided 10 d.f.  2.228 P-value: From computer  0.038 5. Conclusion: With a p-value of 0.038, there is some evidence to suggest that, on average, men and women do spend different amounts of time either watching or reading the daily news.

31. Computer Output - Paired Paired t-test Data for wives and husbands are in two separate columns, with matched observations in the same row.  Analyze  Compare Means  Paired Samples T-test

32. Computer Output - Independent Independent Samples t-test Data for wives & husbands are in the same column; a second column indicates whether each observation is for the wife or husband.  Analyze  Compare Means  Independent Samples T-test

33. Paired Differences Example Hypothesis Test – Take 2 Study Hypothesis: Women spend more time than men. 1. Assumptions: Independent, random sample of pairs, Differences have approximately normal pop’n distribution 2. Hypotheses: H 0 : μ a – μ b = 0 vs. H A : μ a – μ b > 0 3. Test Statistic: t = (Avg.Diff-0)/SE = 0.146/0.061 = 2.393 Interpretation:

34. Paired Differences HT- Take 2, cont. 4. P-value: ½ of computer’s two-sided p- value  0.038/2 = 0.019 5. Conclusion: There is a moderate amount of evidence to suggest that women do spend more time on average than men reading or watching the daily news.

35. Two Group Example, CI Assumptions for Confidence Interval Large Sample Each group is an independent, random sample and the groups are chosen independently of one another Confidence Interval Equal SD: 1.6 +/- 1.96 (1.335) = (-1.017, 4.217) Unequal SD: 1.6 +/- 1.96 ( 1.344) = (-1.034, 4.234) Interpretation (Equal) We are 95% confident that at baseline the two groups of children (to be treated with placebo or risperidone) have Conduct Problem scores that are on average between –1.017 and 4.217 points different. At the 0.05 level the two populations are not significantly different.

36. Two Group Example, HT Study Hypothesis: The two groups are different. 1. Assumptions: Large Sample Each group is an independent, random sample and the groups are chosen independently of one another 2. Hypotheses H 0 : μ a – μ b = 0 vs. H A : μ a – μ b ≠ 0 3. Test Statistic Equal SD: z = 1.6/1.335 = 1.199 Unequal SD: z = 1.6/1.344 = 1.190

37. Two Group Example, HT, cont. 4. P-value Equal SD: t, with 63+55-2=116 d.f. approximately z  p-value=0.2301 Unequal SD: Due to large sample size, the test statistic will follow an approximately normal (due to CLT)  p-value slightly larger than 0.2301 5. Conclusion At any reasonable significance level (say 0.05), we fail to reject the null hypothesis. Thus we would conclude that there is not a significant difference between the two groups with respect to their conduct problem score. There does not seem to be any bias with respect to their conduct problem score in the way that children were randomized to the two treatments.

38. Choosing a Study Design When I’m planning a study design, should I plan for paired (matched) samples or a study with two independent groups? Considerations: 1.Standard error for difference of means is generally smaller for paired samples resulting in a.Shorter confidence intervals b.More powerful tests 2.Cost 3.Feasibility Why is Std error smaller for paired samples?

39. Non-parametric statistics for small, non-normal samples Paired Data The same as for univariate data, except perform the test using the differences rather than the raw data. Two Independent Groups Mann-Whitney Rank Sum Test (Ch. 24) Procedure is similar to the Rank sum test, except that instead of dividing observations according to whether they are positive or negative, we divide observations according to group membership. Assumptions include (1) independent, random samples, (2) independently selected groups, and (3) the shape and spread of the two distributions are the same

40. Comparison of Two Proportions with Large Samples Lecture 6b

41. Confidence Interval ASSUMPTIONS Large sample size Independent, randomly selected sample Two groups are independent Estimate π 1 -π 2 95% CI: Estimate +/- 1.96 SE o Estimate = p 1 -p 2 o SE 2 =p 1 (1-p 1 )/n 1 + p 2 (1-p 2 )/n 2

42. Cardiovascular Disease Risk Factors Example The Journal of Women’s Health (Vol.7, pp1125-1133) reports on the prevalence of risk factors for cardiovascular disease among women. Two independent samples of women were examined in 1992 and 1995. In 1992, it was found that 27.7 percent of the 36,836 women sampled had high cholesterol. In 1995, 29.2% of the 44,745 women sampled had high cholesterol. Is there a significant change in the percent of women with high cholesterol?

43. CVD Risk Factors: CI Estimate=0.292-0.277=0.015 SE 2 =.292*.708/44,745+.277*.723/36,836 =.000010 SE =.003171 0.015 +/- 1.96*.003171 = (0.0089, 0.0212) I am 95% confident that the risk of high cholesterol is between 0.89 and 2.12 percentage points higher in 1995 than it was in 1992. (This is not a relative change!) It looks like this change is statistically significant! Is it practically significant?

44. Homework Textbook Reading Chapters 7, 23, 24, 25 Homework Problems Available at http://yhkuo.tripod.com/PHCO0504/index.htm