You are on page 1of 1

Formulae and Tables:

2
∑𝑥 𝑛 ∑ 𝑥 2 −(∑ 𝑥) 𝑥̅ −𝜇0 𝑥̅ −𝜇0
𝑥̅ = , 𝑠=√ 𝑧= 𝜎 , 𝑡 = 𝑠 , DF : n-1
𝑛 𝑛(𝑛−1) ⁄ 𝑛 ⁄ 𝑛
√ √
(𝑛1 −1)𝑠12 +(𝑛2 −1)𝑠22 ̅̅̅̅
𝑋1 −𝑋̅̅̅̅
2 −(𝜇1 −𝜇2 )
𝑠𝑝 = √ , 𝑡= , DF: 𝑛1 + 𝑛2 − 2
𝑛1 +𝑛2 −2 𝑠𝑝 √
1
+
1
𝑛1 𝑛2
2
𝑠2 𝑠2
( 1+ 2)
̅̅̅̅
𝑋1 −𝑋̅̅̅̅
2 −(𝜇1 −𝜇2 ) 𝑛1 𝑛2
𝑡= , 𝐷𝐹 ≅ 𝑠2 𝑠2
,
𝑠 2
𝑠 2 ( 1⁄𝑛 )2 ( 2⁄𝑛 )2
√ 1+ 2 1 + 2
𝑛1 𝑛2 𝑛1 −1 𝑛2−1

2
𝑑̅ −(𝜇1 −𝜇2 ) ∑𝑑 𝑛 ∑ 𝑑𝑖2 − (∑ 𝑑𝑖 )
Paired t test: t = 𝑠𝑑 , 𝑑̅ = 𝑛 𝑖 and 𝑠𝑑 = √ , DF = n-1
⁄ 𝑛(𝑛−1)
√ 𝑛

𝑛1 𝑥̅ 1 + 𝑛2 𝑥̅ 2 +⋯+𝑛𝑘 𝑥̅ 𝑘
Grand mean 𝑥̅ = , 𝑛 = 𝑛1 + 𝑛2 + ⋯ + 𝑛𝑘
𝑛1 + 𝑛2 +⋯+𝑛𝑘
𝑆𝑆𝑇𝑅 = 𝑛1 (𝑥̅1 − 𝑥̅ )2 + 𝑛2 (𝑥̅2 − 𝑥̅ )2 + ⋯ + 𝑛𝑘 (𝑥̅𝑘 − 𝑥̅ )2
𝑆𝑆𝐸 = (𝑛1 − 1)𝑠12 + (𝑛2 − 1)𝑠22 + ⋯ + (𝑛𝑘 − 1)𝑠𝑘2
𝑆𝑆𝑇𝑅 𝑆𝑆𝐸 𝑀𝑆𝑇𝑅
𝑀𝑆𝑇𝑅 = 𝑀𝑆𝐸 = 𝐹= ~𝐹(𝑘 − 1, 𝑛 − 𝑘)
𝑘−1 𝑛−𝑘 𝑀𝑆𝐸

𝛽̂ − 𝛽
𝑡= ~ 𝑛 − (𝑘 + 1)
𝑆𝐸(𝛽̂ )
[𝛽̂ : Estimated regression coefficient 𝛽: Population coefficient, 𝑆𝐸(𝛽̂ ): Standard error of
estimated coefficient]
𝑑𝑝
Logistic Regression: The marginal effect of quantitative 𝑥𝑘 variable: = 𝛽𝑘 𝑝 (1 − 𝑝)
𝑑𝑥𝑘
Alternatively, ME of 𝑥𝑘 at value x is: ME = P(Y = 1 | Xk= x+1) − P(Y = 1 | Xk = x)
Marginal effect of a binary dummy variable D: ME = P(Y = 1 | D=1, X) −P(Y = 1 | D=0, X)

(𝑂𝑖 −𝐸𝑖 )2
Chi Square Tests: 𝜒 2 = ∑ [O: observed freq, E: expected freq]
𝐸𝑖
[DF: (r-1)(c-1) for test of independence and k-1 for goodness of fit test]
𝑅𝑜𝑤 𝑇𝑜𝑡𝑎𝑙 × 𝐶𝑜𝑙𝑢𝑚𝑛 𝑇𝑜𝑡𝑎𝑙
𝐸𝑥𝑝𝑒𝑐𝑡𝑒𝑑 𝑓𝑟𝑒𝑞𝑢𝑒𝑛𝑐𝑦 = , Expected frequency = np
𝐺𝑟𝑎𝑛𝑑 𝑇𝑜𝑡𝑎𝑙

You might also like