[R-SIG-Finance] statistical remedy needed
tonyp
petrovaa at gmail.com
Fri Jul 8 14:38:18 CEST 2011
Thanks for the reply, Mark and Andy. The reason I am using the paired t-test
is that I am comparing top 10% top performance of a benchmark and the
benchmark itself, therefore, the confounder is the benchmark per se. Correct
me if I am wrong! So if you think that I still should use the simple t-test
in this case as you say I am using the Welch one due to the high p-value
significance of the variance homogeneity test. Again, thanks for the quick
feedback guys.
TP
--
View this message in context: http://r.789695.n4.nabble.com/statistical-remedy-needed-tp3653641p3653980.html
Sent from the Rmetrics mailing list archive at Nabble.com.
More information about the R-SIG-Finance
mailing list