Abstract

BackgroundStudent’s two-sample t test is generally used for comparing the means of two independent samples, for example, two treatment arms. Under the null hypothesis, the t test assumes that the two samples arise from the same normally distributed population with unknown variance. Adequate control of the Type I error requires that the normality assumption holds, which is often examined by means of a preliminary Shapiro-Wilk test. The following two-stage procedure is widely accepted: If the preliminary test for normality is not significant, the t test is used; if the preliminary test rejects the null hypothesis of normality, a nonparametric test is applied in the main analysis.MethodsEqually sized samples were drawn from exponential, uniform, and normal distributions. The two-sample t test was conducted if either both samples (Strategy I) or the collapsed set of residuals from both samples (Strategy II) had passed the preliminary Shapiro-Wilk test for normality; otherwise, Mann-Whitney’s U test was conducted. By simulation, we separately estimated the conditional Type I error probabilities for the parametric and nonparametric part of the two-stage procedure. Finally, we assessed the overall Type I error rate and the power of the two-stage procedure as a whole.ResultsPreliminary testing for normality seriously altered the conditional Type I error rates of the subsequent main analysis for both parametric and nonparametric tests. We discuss possible explanations for the observed results, the most important one being the selection mechanism due to the preliminary test. Interestingly, the overall Type I error rate and power of the entire two-stage procedure remained within acceptable limits.ConclusionThe two-stage procedure might be considered incorrect from a formal perspective; nevertheless, in the investigated examples, this procedure seemed to satisfactorily maintain the nominal significance level and had acceptable power properties.

Highlights

  • Student’s two-sample t test is generally used for comparing the means of two independent samples, for example, two treatment arms

  • Strategy I The first strategy required both samples to pass the preliminary screening for normality to proceed with the two-sample t test; otherwise, we used Mann-Whitney’s U test

  • This strategy was motivated by the well-known assumption that the two-sample t test requires data within each of the two groups to be sampled from normally distributed populations (e.g., [11])

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Summary

Introduction

Student’s two-sample t test is generally used for comparing the means of two independent samples, for example, two treatment arms. Statistical tests have become more and more important in medical research [1,2,3], but many publications have been reported to contain serious statistical errors [4,5,6,7,8,9,10] In this regard, violation of distributional assumptions has been identified as one of the most common problems: According to Olsen [9], a frequent error is to use statistical tests that assume a normal distribution on data that are skewed. The test assumes independent sampling from normal distributions with equal variance If these assumptions are met and the null hypothesis of equal population means holds true, the test statistic T follows a t distribution with nX + nY – 2 degrees of freedom:

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