3.11.22. statsmodels.stats.weightstats

Ttests and descriptive statistics with weights

Created on 2010-09-18

Author: josef-pktd License: BSD (3-clause)

3.11.22.1. References

SPSS manual SAS manual

This follows in large parts the SPSS manual, which is largely the same as the SAS manual with different, simpler notation.

Freq, Weight in SAS seems redundant since they always show up as product, SPSS has only weights.

3.11.22.2. Notes

This has potential problems with ddof, I started to follow numpy with ddof=0 by default and users can change it, but this might still mess up the t-tests, since the estimates for the standard deviation will be based on the ddof that the user chooses. - fixed ddof for the meandiff ttest, now matches scipy.stats.ttest_ind

Note: scipy has now a separate, pooled variance option in ttest, but I haven’t compared yet.

3.11.22.3. Functions

ttest_ind(x1, x2[, alternative, usevar, ...]) ttest independent sample
ttost_ind(x1, x2, low, upp[, usevar, ...]) test of (non-)equivalence for two independent samples
ttost_paired(x1, x2, low, upp[, transform, ...]) test of (non-)equivalence for two dependent, paired sample
zconfint(x1[, x2, value, alpha, ...]) confidence interval based on normal distribution z-test
ztest(x1[, x2, value, alternative, usevar, ddof]) test for mean based on normal distribution, one or two samples
ztost(x1, low, upp[, x2, usevar, ddof]) Equivalence test based on normal distribution

3.11.22.4. Classes

CompareMeans(d1, d2) class for two sample comparison
DescrStatsW(data[, weights, ddof]) descriptive statistics and tests with weights for case weights
OneTimeProperty(func) A descriptor to make special properties that become normal attributes.