F statistic and t statistic How do the F-test for condition in the ANOVA table, and the z-test (t-test)

for condition in the table of estimates of fixed effects relate. XTMIXED and SAS MIXED give the following estimates Fixed Random cond = 19.172 (SE=9.0402) school(cond) 2 = 262.8 residual 2 = 2150.3 From these we construct the ANOVA table in which the symbol 2cond is not representing a component of variance, but an hypothesized (to be tested) profile of the condition means, say 1 of intervention and 0 as deviations from the grand mean. The sum of squares, 2cond = 12 + 02 can be 0 if, and only if the deviations are both equal to 0. So the test of the null hypothesis of no intervention effect is to test if 2cond =0. Scale Source df intercept 1 Cond 1 Sch(cond) 18 residual 291 total 311 is individual variance single school mean single condition mean Expected(MeanSq) Expected(MS) Expected(MS) 2 + m 2 + mg 2cond 2/m + 2 + g 2cond (2/m + 2)/g + 2cond 2 + m 2 2/m + 2 (2/m + 2)/g 2

Estimate (2/m + 2)/g by (2150/15.55+263)/10 = 40.11 so F-stat = (40.11 + 2cond)/40.11 The numerator is estimated from the observed (ie realized) condition means as
(M1-[M1+M0]/2)2+(M0-[M1+M0]/2)2 = ([M1-M0]/2)2+([M0-M1]/2)2 = (M1-M0)2/2 = 19.22/2 = 183.78

noting that the realized sum of squares includes a contribution from the realized mean bump between the schools in the two conditions (exactly Zuckers (1990) point). The estimated F-stat that we have composed is 183.8/40.11 = 4.58 (close to the printout, in which the F-stat is estimated as 4.5 by nested regressions). The F1,18 = 4.5 (to use the value on the printout) = (M1-M0)2/2/40.11 =(M1-M0)2/(2x40.11) The denominator is twice the variance of a single condition mean, so the denominator 80.22 is the variance of the difference between the condition means. Taking the square root we get (M1-M0)/9.0 =19.172/9.0= 2.13 (compare the printout value 2.12) which is the t-statistic for testing the difference in the two means; and incidentally the 9.0 is close to the reported SE=9.04. If an F-statistic has 1 df in the numerator, the square-root of the F-statistic is distributed as a t-statistic with df the denominator df of the F. (This can be proved mathematically).