statsmodels.sandbox.stats.multicomp.varcorrection_pairs_unequal¶

statsmodels.sandbox.stats.multicomp.varcorrection_pairs_unequal(var_all, nobs_all, df_all)[source]¶

return joint variance from samples with unequal variances and unequal sample sizes for all pairs

something is wrong

Parameters

var_allarray_like: The variance for each sample
nobs_allarray_like: The number of observations for each sample
df_allarray_like: degrees of freedom for each sample

Returns

varjointarray: joint variance.
dfjointarray: joint Satterthwait’s degrees of freedom

Notes

(copy, paste not correct) variance is

1/k * sum_i 1/n_i

where k is the number of samples and summation is over i=0,…,k-1. If all n_i are the same, then the correction factor is 1.

This needs to be multiplies by the joint variance estimate, means square error, MSE. To obtain the correction factor for the standard deviation, square root needs to be taken.

TODO: something looks wrong with dfjoint, is formula from SPSS