

Dear Thomas,
it is, unfortunately, not that simple. t.test() returns an object of class "htest" and not all such objects have standard errors. I'm not entirely sure what the point is since it's easy to compute the standard error of the difference from the information in the object (adapting an example from ?t.test):
> (res < t.test(1:10, y = c(7:20)))
Welch Two Sample ttest
data: 1:10 and c(7:20)
t = 5.4349, df = 21.982, pvalue = 1.855e05
alternative hypothesis: true difference in means is not equal to 0
95 percent confidence interval:
11.052802 4.947198
sample estimates:
mean of x mean of y
5.5 13.5
> as.vector(abs(diff(res$estimate)/res$statistic)) # SE
[1] 1.47196
> class(res)
[1] "htest"
and if you really want to print the SE as a matter of course, you could always write your own wrapper for t.test() that returns an object of class, say, "t.test" for which you can provide a print() method. Much of the advantage of working in a statistical computing environment like R (or Stata, for that matter) is that you can make things work the way you like.
Best,
John

John Fox, Professor Emeritus
McMaster University
Hamilton, Ontario, Canada
Web: http::/socserv.mcmaster.ca/jfox
______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/rdevel


Hello,
Something like this?
t.test2 < function(...) {
ht < t.test(...)
class(ht) < c("htest_tjl", class(ht))
ht
}
print.htest_tjl < function(x, ...) {
NextMethod(x, ...)
se < as.vector(abs(diff(x$estimate)/x$statistic))
cat("Standard error of the difference:", se, "\n\n")
invisible(x)
}
t.test2(1:10, y = c(7:20))
t.test2(extra ~ group, data = sleep) # last example from ?t.test
(The suffix tjl commes from the OP's initials.)
Hope this helps,
Rui Barradas
Às 21:51 de 21/02/2019, Fox, John escreveu:
> Dear Thomas,
>
> it is, unfortunately, not that simple. t.test() returns an object of class "htest" and not all such objects have standard errors. I'm not entirely sure what the point is since it's easy to compute the standard error of the difference from the information in the object (adapting an example from ?t.test):
>
>> (res < t.test(1:10, y = c(7:20)))
>
> Welch Two Sample ttest
>
> data: 1:10 and c(7:20)
> t = 5.4349, df = 21.982, pvalue = 1.855e05
> alternative hypothesis: true difference in means is not equal to 0
> 95 percent confidence interval:
> 11.052802 4.947198
> sample estimates:
> mean of x mean of y
> 5.5 13.5
>
>> as.vector(abs(diff(res$estimate)/res$statistic)) # SE
> [1] 1.47196
>> class(res)
> [1] "htest"
>
> and if you really want to print the SE as a matter of course, you could always write your own wrapper for t.test() that returns an object of class, say, "t.test" for which you can provide a print() method. Much of the advantage of working in a statistical computing environment like R (or Stata, for that matter) is that you can make things work the way you like.
>
> Best,
> John
>
> 
> John Fox, Professor Emeritus
> McMaster University
> Hamilton, Ontario, Canada
> Web: http::/socserv.mcmaster.ca/jfox
>
>> On Feb 21, 2019, at 3:57 PM, Thomas J. Leeper < [hidden email]> wrote:
>>
>> A recent thread on Twitter [1] by a Stata user highlighted that t.test()
>> does not return or print the standard error of the mean difference, despite
>> it being calculated by the function.
>>
>> I know this isn’t the kind of change that’s likely to be made but could we
>> at least return the SE even if the print() method isn’t updated? Or,
>> better, update the print() method to display this as well?
>>
>> Best,
>> Thomas
>>
>> [1]
>> https://twitter.com/amandayagan/status/1098314654470819840?s=21>> 
>>
>> Thomas J. Leeper
>> http://www.thomasleeper.com>>
>> [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> [hidden email] mailing list
>> https://stat.ethz.ch/mailman/listinfo/rdevel>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/rdevel>
______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/rdevel


Hi John,
Thanks for your reply. Of course I could write a package and of course I
would find that trivial to do. The point is this is a main entry point to R
for probably (at this point) hundreds of thousands of students. I’d like
them to be able to get a basic quantity of interest from a ttest without
four subsequent function calls.
I also don’t really see the point about the object class, given we’re
talking S3. print() doesn’t have to print everything in the object (see
e.g., print.lm() ), so there should be little harm in returning additional
information when relevant. Leaving the print() method unchanged and simply
returning the SE as an additional element should affect almost nothing.
I’m all for continuity and conservative development, but we also should aim
to make R as useful and usable as possible. This seems like a nice simple
way to do that.
Best,
Thomas
On Thu, 21 Feb 2019 at 21:51 Fox, John < [hidden email]> wrote:
> Dear Thomas,
>
> it is, unfortunately, not that simple. t.test() returns an object of class
> "htest" and not all such objects have standard errors. I'm not entirely
> sure what the point is since it's easy to compute the standard error of the
> difference from the information in the object (adapting an example from
> ?t.test):
>
> > (res < t.test(1:10, y = c(7:20)))
>
> Welch Two Sample ttest
>
> data: 1:10 and c(7:20)
> t = 5.4349, df = 21.982, pvalue = 1.855e05
> alternative hypothesis: true difference in means is not equal to 0
> 95 percent confidence interval:
> 11.052802 4.947198
> sample estimates:
> mean of x mean of y
> 5.5 13.5
>
> > as.vector(abs(diff(res$estimate)/res$statistic)) # SE
> [1] 1.47196
> > class(res)
> [1] "htest"
>
> and if you really want to print the SE as a matter of course, you could
> always write your own wrapper for t.test() that returns an object of class,
> say, "t.test" for which you can provide a print() method. Much of the
> advantage of working in a statistical computing environment like R (or
> Stata, for that matter) is that you can make things work the way you like.
>
> Best,
> John
>
> 
> John Fox, Professor Emeritus
> McMaster University
> Hamilton, Ontario, Canada
> Web: http::/socserv.mcmaster.ca/jfox
>
> > On Feb 21, 2019, at 3:57 PM, Thomas J. Leeper < [hidden email]>
> wrote:
> >
> > A recent thread on Twitter [1] by a Stata user highlighted that t.test()
> > does not return or print the standard error of the mean difference,
> despite
> > it being calculated by the function.
> >
> > I know this isn’t the kind of change that’s likely to be made but could
> we
> > at least return the SE even if the print() method isn’t updated? Or,
> > better, update the print() method to display this as well?
> >
> > Best,
> > Thomas
> >
> > [1]
> > https://twitter.com/amandayagan/status/1098314654470819840?s=21> > 
> >
> > Thomas J. Leeper
> > http://www.thomasleeper.com> >
> > [[alternative HTML version deleted]]
> >
> > ______________________________________________
> > [hidden email] mailing list
> > https://stat.ethz.ch/mailman/listinfo/rdevel>
> 
Thomas J. Leeper
http://www.thomasleeper.com [[alternative HTML version deleted]]
______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/rdevel


>>>>> Thomas J Leeper
>>>>> on Thu, 21 Feb 2019 22:21:21 +0000 writes:
> Hi John,
> Thanks for your reply. Of course I could write a package and of course I
> would find that trivial to do. The point is this is a main entry point to R
> for probably (at this point) hundreds of thousands of students. I’d like
> them to be able to get a basic quantity of interest from a ttest without
> four subsequent function calls.
> I also don’t really see the point about the object class, given we’re
> talking S3. print() doesn’t have to print everything in the object (see
> e.g., print.lm() ), so there should be little harm in returning additional
> information when relevant. Leaving the print() method unchanged and simply
> returning the SE as an additional element should affect almost nothing.
> I’m all for continuity and conservative development, but we also should aim
> to make R as useful and usable as possible. This seems like a nice simple
> way to do that.
I agree with both John Fox and Thomas Leeper
(well, with a subset of their union ;)
John made the point [and Rui nicely showed how to implement it]
that *printing* such a standard error in addition to the other
stats needs potentially more changes via a specialized print() method.
Also, R in general has refused for good reasons to behave like
old batch stats software and printing all possibly interesting
output.
.. and I'd really like us to stay in that tradition and hence
*not* print such extra numbers.
Also, if your students learn slightly more about stats, they are
hopefully taught that the t.test is a simple special case of
linear (gaussian) regression, and you can teach them the
corresponding
summary(lm( .. ))
which gives identical tstat and pvalue and does print SEs.
OTOH, I agree with Thomas (and IIRC earlier correspondents on
this issue) that it does seem natural to return the SE here, as
it is crucially used in the formula for the tstat anyway, and
people can use it to easily compute confidence intervals (or
pvalues if really desired) for other levels than 95% / 5% ..
So adding another component to the list returned by t.test()
seems fine to me, and hopefully saves us future emails on the topic
[... well almost surely there will be those asking us to
change the print() method too, but we'll survive that.]
Martin
> On Thu, 21 Feb 2019 at 21:51 Fox, John < [hidden email]> wrote:
>> Dear Thomas,
>>
>> it is, unfortunately, not that simple. t.test() returns an object of class
>> "htest" and not all such objects have standard errors. I'm not entirely
>> sure what the point is since it's easy to compute the standard error of the
>> difference from the information in the object (adapting an example from
>> ?t.test):
>>
>> > (res < t.test(1:10, y = c(7:20)))
>>
>> Welch Two Sample ttest
>>
>> data: 1:10 and c(7:20)
>> t = 5.4349, df = 21.982, pvalue = 1.855e05
>> alternative hypothesis: true difference in means is not equal to 0
>> 95 percent confidence interval:
>> 11.052802 4.947198
>> sample estimates:
>> mean of x mean of y
>> 5.5 13.5
>>
>> > as.vector(abs(diff(res$estimate)/res$statistic)) # SE
>> [1] 1.47196
>> > class(res)
>> [1] "htest"
>>
>> and if you really want to print the SE as a matter of course, you could
>> always write your own wrapper for t.test() that returns an object of class,
>> say, "t.test" for which you can provide a print() method. Much of the
>> advantage of working in a statistical computing environment like R (or
>> Stata, for that matter) is that you can make things work the way you like.
>>
>> Best,
>> John
>>
>> 
>> John Fox, Professor Emeritus
>> McMaster University
>> Hamilton, Ontario, Canada
>> Web: http::/socserv.mcmaster.ca/jfox
>>
>> > On Feb 21, 2019, at 3:57 PM, Thomas J. Leeper < [hidden email]>
>> wrote:
>> >
>> > A recent thread on Twitter [1] by a Stata user highlighted that t.test()
>> > does not return or print the standard error of the mean difference,
>> despite
>> > it being calculated by the function.
>> >
>> > I know this isn’t the kind of change that’s likely to be made but could
>> we
>> > at least return the SE even if the print() method isn’t updated? Or,
>> > better, update the print() method to display this as well?
>> >
>> > Best,
>> > Thomas
>> >
>> > [1]
>> > https://twitter.com/amandayagan/status/1098314654470819840?s=21 >> > 
>> >
>> > Thomas J. Leeper
>> > http://www.thomasleeper.com >> >
>> > [[alternative HTML version deleted]]
>> >
>> > ______________________________________________
>> > [hidden email] mailing list
>> > https://stat.ethz.ch/mailman/listinfo/rdevel >>
>> 
> Thomas J. Leeper
> http://www.thomasleeper.com > [[alternative HTML version deleted]]
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/rdevel______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/rdevel


It's not a problem per se to put additional information into class htest objects (hey, it's S3 after all...) and there is a precedent in chisq.test which returns $observed and $expected.
Getting such information printed by print.htest is more tricky, although it might be possible to (ab)use the $estimate slot.
The further question is whether one would really want to do that (change the output and/or modify the current return values), at the risk of affecting a rather large bundle of existing scripts, books, lecture notes, etc. I don't think that I would want to do that for the case of the s.e.d., although I'll admit that there is another thing that has always been a bit of an eyesore to me: We give a confidence interval but not the corresponding point estimate (i.e. the _difference_ of the means).
It might be better to simply start over and write a new function. In the process one might address other things that people have been asking for, like calculations based on the sample mean and SDs (which would useful for dealing with published summaries and textbook examples). Oh, and a formula interface for the onesample test.
pd
> On 21 Feb 2019, at 22:51 , Fox, John < [hidden email]> wrote:
>
> Dear Thomas,
>
> it is, unfortunately, not that simple. t.test() returns an object of class "htest" and not all such objects have standard errors. I'm not entirely sure what the point is since it's easy to compute the standard error of the difference from the information in the object (adapting an example from ?t.test):
>
>> (res < t.test(1:10, y = c(7:20)))
>
> Welch Two Sample ttest
>
> data: 1:10 and c(7:20)
> t = 5.4349, df = 21.982, pvalue = 1.855e05
> alternative hypothesis: true difference in means is not equal to 0
> 95 percent confidence interval:
> 11.052802 4.947198
> sample estimates:
> mean of x mean of y
> 5.5 13.5
>
>> as.vector(abs(diff(res$estimate)/res$statistic)) # SE
> [1] 1.47196
>> class(res)
> [1] "htest"
>
> and if you really want to print the SE as a matter of course, you could always write your own wrapper for t.test() that returns an object of class, say, "t.test" for which you can provide a print() method. Much of the advantage of working in a statistical computing environment like R (or Stata, for that matter) is that you can make things work the way you like.
>
> Best,
> John
>
> 
> John Fox, Professor Emeritus
> McMaster University
> Hamilton, Ontario, Canada
> Web: http::/socserv.mcmaster.ca/jfox
>
>> On Feb 21, 2019, at 3:57 PM, Thomas J. Leeper < [hidden email]> wrote:
>>
>> A recent thread on Twitter [1] by a Stata user highlighted that t.test()
>> does not return or print the standard error of the mean difference, despite
>> it being calculated by the function.
>>
>> I know this isn’t the kind of change that’s likely to be made but could we
>> at least return the SE even if the print() method isn’t updated? Or,
>> better, update the print() method to display this as well?
>>
>> Best,
>> Thomas
>>
>> [1]
>> https://twitter.com/amandayagan/status/1098314654470819840?s=21>> 
>>
>> Thomas J. Leeper
>> http://www.thomasleeper.com>>
>> [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> [hidden email] mailing list
>> https://stat.ethz.ch/mailman/listinfo/rdevel>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/rdevel
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Office: A 4.23
Email: [hidden email] Priv: [hidden email]
______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/rdevel


>>>>> peter dalgaard
>>>>> on Fri, 22 Feb 2019 12:38:14 +0100 writes:
> It's not a problem per se to put additional information
> into class htest objects (hey, it's S3 after all...) and
> there is a precedent in chisq.test which returns $observed
> and $expected.
It seems the consent is to simply return the SE but *not* change
the print() method, and also be careful not to mess with
existing parts of the result.
So, a minimal patch is to add the short line
stderr = stderr,
inside the list(..) constucting the return value...
and that's what I'm planning to commit (to the sources).
With thanks for the suggestion and considerations to
Thomas, John and Peter!
Martin
> Getting such information printed by print.htest is more tricky, although it might be possible to (ab)use the $estimate slot.
> The further question is whether one would really want to do that (change the output and/or modify the current return values), at the risk of affecting a rather large bundle of existing scripts, books, lecture notes, etc. I don't think that I would want to do that for the case of the s.e.d., although I'll admit that there is another thing that has always been a bit of an eyesore to me: We give a confidence interval but not the corresponding point estimate (i.e. the _difference_ of the means).
> It might be better to simply start over and write a new function. In the process one might address other things that people have been asking for, like calculations based on the sample mean and SDs (which would useful for dealing with published summaries and textbook examples). Oh, and a formula interface for the onesample test.
> pd
>> On 21 Feb 2019, at 22:51 , Fox, John < [hidden email]> wrote:
>>
>> Dear Thomas,
>>
>> it is, unfortunately, not that simple. t.test() returns an object of class "htest" and not all such objects have standard errors. I'm not entirely sure what the point is since it's easy to compute the standard error of the difference from the information in the object (adapting an example from ?t.test):
>>
>>> (res < t.test(1:10, y = c(7:20)))
>>
>> Welch Two Sample ttest
>>
>> data: 1:10 and c(7:20)
>> t = 5.4349, df = 21.982, pvalue = 1.855e05
>> alternative hypothesis: true difference in means is not equal to 0
>> 95 percent confidence interval:
>> 11.052802 4.947198
>> sample estimates:
>> mean of x mean of y
>> 5.5 13.5
>>
>>> as.vector(abs(diff(res$estimate)/res$statistic)) # SE
>> [1] 1.47196
>>> class(res)
>> [1] "htest"
>>
>> and if you really want to print the SE as a matter of course, you could always write your own wrapper for t.test() that returns an object of class, say, "t.test" for which you can provide a print() method. Much of the advantage of working in a statistical computing environment like R (or Stata, for that matter) is that you can make things work the way you like.
>>
>> Best,
>> John
>>
>> 
>> John Fox, Professor Emeritus
>> McMaster University
>> Hamilton, Ontario, Canada
>> Web: http::/socserv.mcmaster.ca/jfox
>>
>>> On Feb 21, 2019, at 3:57 PM, Thomas J. Leeper < [hidden email]> wrote:
>>>
>>> A recent thread on Twitter [1] by a Stata user highlighted that t.test()
>>> does not return or print the standard error of the mean difference, despite
>>> it being calculated by the function.
>>>
>>> I know this isn’t the kind of change that’s likely to be made but could we
>>> at least return the SE even if the print() method isn’t updated? Or,
>>> better, update the print() method to display this as well?
>>>
>>> Best,
>>> Thomas
>>>
>>> [1]
>>> https://twitter.com/amandayagan/status/1098314654470819840?s=21 >>> 
>>>
>>> Thomas J. Leeper
>>> http://www.thomasleeper.com >>>
>>> [[alternative HTML version deleted]]
>>>
>>> ______________________________________________
>>> [hidden email] mailing list
>>> https://stat.ethz.ch/mailman/listinfo/rdevel >>
>> ______________________________________________
>> [hidden email] mailing list
>> https://stat.ethz.ch/mailman/listinfo/rdevel > 
> Peter Dalgaard, Professor,
> Center for Statistics, Copenhagen Business School
> Solbjerg Plads 3, 2000 Frederiksberg, Denmark
> Phone: (+45)38153501
> Office: A 4.23
> Email: [hidden email] Priv: [hidden email]
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/rdevel______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/rdevel


That seems great to me. Thank you very much!
Thomas
On Sat, Feb 23, 2019 at 11:14 AM Martin Maechler
< [hidden email]> wrote:
>
> >>>>> peter dalgaard
> >>>>> on Fri, 22 Feb 2019 12:38:14 +0100 writes:
>
> > It's not a problem per se to put additional information
> > into class htest objects (hey, it's S3 after all...) and
> > there is a precedent in chisq.test which returns $observed
> > and $expected.
>
> It seems the consent is to simply return the SE but *not* change
> the print() method, and also be careful not to mess with
> existing parts of the result.
> So, a minimal patch is to add the short line
>
> stderr = stderr,
>
> inside the list(..) constucting the return value...
>
> and that's what I'm planning to commit (to the sources).
>
> With thanks for the suggestion and considerations to
> Thomas, John and Peter!
>
> Martin
>
> > Getting such information printed by print.htest is more tricky, although it might be possible to (ab)use the $estimate slot.
>
> > The further question is whether one would really want to do that (change the output and/or modify the current return values), at the risk of affecting a rather large bundle of existing scripts, books, lecture notes, etc. I don't think that I would want to do that for the case of the s.e.d., although I'll admit that there is another thing that has always been a bit of an eyesore to me: We give a confidence interval but not the corresponding point estimate (i.e. the _difference_ of the means).
>
> > It might be better to simply start over and write a new function. In the process one might address other things that people have been asking for, like calculations based on the sample mean and SDs (which would useful for dealing with published summaries and textbook examples). Oh, and a formula interface for the onesample test.
>
> > pd
>
> >> On 21 Feb 2019, at 22:51 , Fox, John < [hidden email]> wrote:
> >>
> >> Dear Thomas,
> >>
> >> it is, unfortunately, not that simple. t.test() returns an object of class "htest" and not all such objects have standard errors. I'm not entirely sure what the point is since it's easy to compute the standard error of the difference from the information in the object (adapting an example from ?t.test):
> >>
> >>> (res < t.test(1:10, y = c(7:20)))
> >>
> >> Welch Two Sample ttest
> >>
> >> data: 1:10 and c(7:20)
> >> t = 5.4349, df = 21.982, pvalue = 1.855e05
> >> alternative hypothesis: true difference in means is not equal to 0
> >> 95 percent confidence interval:
> >> 11.052802 4.947198
> >> sample estimates:
> >> mean of x mean of y
> >> 5.5 13.5
> >>
> >>> as.vector(abs(diff(res$estimate)/res$statistic)) # SE
> >> [1] 1.47196
> >>> class(res)
> >> [1] "htest"
> >>
> >> and if you really want to print the SE as a matter of course, you could always write your own wrapper for t.test() that returns an object of class, say, "t.test" for which you can provide a print() method. Much of the advantage of working in a statistical computing environment like R (or Stata, for that matter) is that you can make things work the way you like.
> >>
> >> Best,
> >> John
> >>
> >> 
> >> John Fox, Professor Emeritus
> >> McMaster University
> >> Hamilton, Ontario, Canada
> >> Web: http::/socserv.mcmaster.ca/jfox
> >>
> >>> On Feb 21, 2019, at 3:57 PM, Thomas J. Leeper < [hidden email]> wrote:
> >>>
> >>> A recent thread on Twitter [1] by a Stata user highlighted that t.test()
> >>> does not return or print the standard error of the mean difference, despite
> >>> it being calculated by the function.
> >>>
> >>> I know this isn’t the kind of change that’s likely to be made but could we
> >>> at least return the SE even if the print() method isn’t updated? Or,
> >>> better, update the print() method to display this as well?
> >>>
> >>> Best,
> >>> Thomas
> >>>
> >>> [1]
> >>> https://twitter.com/amandayagan/status/1098314654470819840?s=21> >>> 
> >>>
> >>> Thomas J. Leeper
> >>> http://www.thomasleeper.com> >>>
> >>> [[alternative HTML version deleted]]
> >>>
> >>> ______________________________________________
> >>> [hidden email] mailing list
> >>> https://stat.ethz.ch/mailman/listinfo/rdevel> >>
> >> ______________________________________________
> >> [hidden email] mailing list
> >> https://stat.ethz.ch/mailman/listinfo/rdevel>
> > 
> > Peter Dalgaard, Professor,
> > Center for Statistics, Copenhagen Business School
> > Solbjerg Plads 3, 2000 Frederiksberg, Denmark
> > Phone: (+45)38153501
> > Office: A 4.23
> > Email: [hidden email] Priv: [hidden email]
>
> > ______________________________________________
> > [hidden email] mailing list
> > https://stat.ethz.ch/mailman/listinfo/rdevel______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/rdevel

