The t-test procedure performs t-tests for one sample, two samples and
paired observations.  The single-sample t-test compares the mean of the sample
to a given number (which you supply).  The independent samples t-test compares
the difference in the means from the two groups to a given value (usually 0).
In other words, it tests whether the difference in the means is 0.  The
dependent-sample or paired t-test compares the difference in the means from the
two variables measured on the same set of subjects to a given number (usually
0), while taking into account the fact that the scores are not independent.  In
our examples, we will use the hsb2
data set.

Single sample t-test

The single sample t-test tests the null hypothesis that the population mean
is equal to the number specified by the user.  SPSS calculates the t-statistic
and its p-value under the assumption that the sample comes from an approximately
normal distribution. If the p-value associated with the t-test is small (0.05 is
often used as the threshold), there is evidence that the mean is different from
the hypothesized value.  If the p-value associated with the t-test is not small
(p > 0.05), then the null hypothesis is not rejected and you can conclude that
the mean is not different from the hypothesized value.

In this example, the t-statistic is 4.140 with 199 degrees of freedom.  The
corresponding two-tailed p-value is .000, which is less than 0.05.  We conclude
that the mean of variable write is different from 50.

get file "C:datahsb2.sav".

t-test
/testval=50
variables=write.

One-Sample Statistics

a.  – This is the list of variables.  Each variable
that was listed on the variables= statement in the above code will have its own line in this part
of the output.

b.  N – This is the number of valid (i.e., non-missing)
observations used in calculating the t-test.

c.  Mean – This is the mean of the variable.

d.  Std. Deviation – This is the standard deviation of the variable.

e.  Std. Error Mean – This is the estimated standard deviation of
the sample mean.  If we drew repeated samples of size 200, we would expect the
standard deviation of the sample means to be close to the standard error.  The
standard deviation of the distribution of sample mean is estimated as the
standard deviation of the sample divided by the square root of sample size:
9.47859/(sqrt(200)) = .67024.

Test statistics

f. – This identifies the variables.  Each variable
that was listed on the variables= statement will have its own line in this part
of the output.  If a variables= statement is not specified, t-test will
conduct a t-test on all numerical variables in the dataset.

g.  t – This is the Student t-statistic.  It is the ratio of the
difference between the sample mean and the given number to the standard error of
the mean: (52.775 – 50) / .6702372 = 4.1403. Since the standard error of the
mean measures the variability of the sample mean, the smaller the standard error
of the mean, the more likely that our sample mean is close to the true
population mean.  This is illustrated by the following three figures.

In all three cases, the difference between the population means is the same.
But with large variability of sample means, second graph, two populations
overlap a great deal.  Therefore, the difference may well come by chance.  On
the other hand, with small variability, the difference is more clear as in the
third graph.  The smaller the standard error of the mean, the larger the
magnitude of the t-value and therefore, the smaller the p-value.

h. df – The degrees of freedom for the single sample t-test is simply
the number of valid observations minus 1.  We lose one degree of freedom
because we have estimated the mean from the sample.  We have used some of the
information from the data to estimate the mean, therefore it is not available to
use for the test and the degrees of freedom accounts for this.

i.   Sig (2-tailed)– This is the two-tailed p-value
evaluating the null against an alternative that the mean is not equal to 50.
It is equal to the probability of observing a greater absolute value of t under
the null hypothesis.  If the p-value is less than the pre-specified alpha
level (usually .05 or .01) we will conclude that mean is statistically
significantly different from zero.  For example, the p-value is smaller than 0.05.
So we conclude that the mean for write is different from 50.

j.   Mean Difference – This is the difference between the sample
mean and the test value.

k.  95% Confidence Interval of the Difference – These are the
lower and upper bound of the confidence interval for the mean. A confidence
interval for the mean specifies a range of values within which the unknown
population parameter, in this case the mean, may lie.  It is given by

where s is the sample deviation of the observations and N is the number of valid
observations.  The t-value in the formula can be computed or found in any
statistics book with the degrees of freedom being N-1 and the p-value being 1-alpha/2,
where alpha is the confidence level and by default is .95.

Paired t-test

A paired (or “dependent”) t-test is used when the observations are not
independent of one another. In the example below, the same students took both
the writing and the reading test. Hence, you would expect there to be a
relationship between the scores provided by each student.  The paired t-test
accounts for this.  For each student, we are essentially looking at the
differences in the values of the two variables and testing if the mean of these
differences is equal to zero.

In this example, the t-statistic is 0.8673 with 199 degrees of freedom.  The
corresponding two-tailed p-value is 0.3868, which is greater than 0.05.  We
conclude that the mean difference of write and read is not
different from 0.

t-test 
pairs=write with read (paired).

Summary statistics

a.  – This is the list of variables.

b.  Mean – These are the
respective means of the variables.

c.  N – This is the number of valid (i.e., non-missing)
observations used in calculating the t-test.

d.  Std. Deviation – This is the standard deviations of the variables.

e.  Std Error Mean – Standard Error Mean is the estimated standard deviation of the
sample mean.  This value is estimated as the standard deviation of one sample divided by
the square root of sample size: 9.47859/sqrt(200) = .67024, 10.25294/sqrt(200) = .72499.
This provides a measure of the variability of the sample mean.

f. Correlation – This is the correlation coefficient of the pair of
variables indicated.  This is a measure of the strength and direction
of the linear relationship between the two variables.  The correlation
coefficient can range from -1 to +1, with -1 indicating a perfect negative
correlation, +1 indicating a perfect positive correlation, and 0 indicating no
correlation at all.  (A variable correlated with itself will always have a
correlation coefficient of 1.)  You can think of the correlation
coefficient as telling you the extent to which you can guess the value of one
variable given a value of the other variable. The .597 is the numerical description of how
tightly around the imaginary line the points lie. If the correlation was higher, the points would
tend to be closer to the line; if it was smaller, they would tend to be further
away from the line.

g. Sig – This is the p-value associated with the correlation.
Here, correlation is significant at the .05 level.

Test statistics

g.  writing score-reading score – This is the value measured
within each subject: the difference between the writing and reading scores.  The
paired t-test forms a single random sample of the paired difference. The mean of
these values among all subjects is compared to 0 in a paired t-test.

h.  Mean – This is the mean within-subject difference between the two variables.

i.   Std. Deviation – This is the standard deviation of the
mean paired difference.

j.   Std Error Mean – This is the estimated standard deviation of the
sample mean.  This value is estimated as the standard deviation of one sample divided
by the square root of sample size: 8.88667/sqrt(200) = .62838.  This provides a measure
of the variability of the sample mean.

k.  95% Confidence Interval of the Difference – These are the
lower and upper bound of the confidence interval for the mean difference. A
confidence interval for the mean specifies a range of values within which the
unknown population parameter, in this case the mean, may lie.  It is given
by

where s is the sample deviation of the observations and N is the number of valid
observations.  The t-value in the formula can be computed or found in any
statistics book with the degrees of freedom being N-1 and the p-value being 1-alpha/2,
where alpha is the confidence level and by default is .95.

l.   t – This is the t-statistic.  It is the ratio of
the mean of the difference to the standard error of the difference: (.545/.62838).

m. degrees of freedom – The degrees of freedom for the paired observations is
simply the number of observations minus 1. This is because the test is conducted
on the one sample of the paired differences.

n.  Sig. (2-tailed) –
This is the two-tailed p-value computed using the t distribution.  It is
the probability of observing a greater absolute value of t under the null
hypothesis.  If the p-value is less than the pre-specified alpha level
(usually .05 or .01, here the former) we will conclude that mean difference
between writing score and reading score is statistically significantly different from
zero.  For example, the p-value for the difference between the two
variables
is greater than 0.05 so we conclude that the mean difference is not
statistically significantly different from 0.

Independent group t-test

This t-test is designed to compare means of same variable between two groups.
In our example, we compare the mean writing score between the group of
female students and the group of male students. Ideally, these subjects are
randomly selected from a larger population of subjects. The test assumes that
variances for the two populations are the same.  The interpretation for p-value is the same as
in other type of t-tests.

In this example, the t-statistic is -3.7341 with 198 degrees of freedom.  The corresponding
two-tailed p-value is 0.0002, which is less than 0.05.  We conclude that
the difference of means in write between males and females is different
from 0.

t-test groups=female(0 1)
/variables=write.

Summary statistics

a.  female – This column gives categories of
the independent variable female. This variable is necessary for
doing the independent group t-test and is specified by the t-test groups=  statement.

b.  N – This is the number of valid (i.e., non-missing) observations in each group.

c.  Mean – This is the mean of the dependent variable for each
level of the independent variable.

d.  Std. Deviation – This is the standard deviation of the
dependent variable for each of the levels of the independent variable.

e.  Std. Error Mean – This is the standard error of the mean, the
ratio of the standard deviation to the square root of the respective number of
observations.

Test statistics

f. – This column lists the dependent variable(s).  In
our example, the dependent variable is write (labeled “writing score”).

g. – This column specifies the method for computing the
standard error of the difference of the means.  The method of computing
this value is based on the assumption regarding the
variances of the two groups. If we assume that the two populations have the same variance,
then the first method, called pooled variance estimator, is used. Otherwise, when
the variances are not assumed to be equal, the Satterthwaite’s method is used.

h.  F– This column lists Levene’s test statistic. Assume (k) is the number of groups, (N) is the total number of observations, and (N_i) is the number of observations in each (i)-th group for dependent variable (Y_{ij}). Then Levene’s test statistic is defined as

begin{equation}
W = frac{(N-k)}{(k-1)} frac{sum_{i=1}^{k} N_i (bar{Z}_{i.}-bar{Z}_{..})^2}{sum_{i=1}^{k}sum_{j=1}^{N_i}(Z_{ij}-bar{Z}_{i.})^2}
end{equation}

begin{equation}
Z_{ij} = |Y_{ij}-bar{Y}_{i.}|
end{equation}

where (bar{Y}_{i.}) is the mean of the dependent variable and (bar{Z}_{i.}) is the mean of (Z_{ij}) for each (i)-th group respectively, and (bar{Z}_{..}) is the grand mean of (Z_{ij}).

i.  Sig. – This is the two-tailed p-value associated with the null
that the two groups have the same variance. In our example, the probability is less
than 0.05. So there is evidence that the variances for the two groups, female
students and male students, are different. Therefore, we may want to use the
second method (Satterthwaite variance estimator) for our t-test.

j.  t – These are the t-statistics under the two different
assumptions: equal variances and unequal variances.  These are the ratios
of the mean of the differences to the standard errors of the difference under
the two different assumptions:
(-4.86995 / 1.30419) =  -3.734, (-4.86995/1.33189) = -3.656.

k.  df – The degrees of freedom when we assume equal variances is
simply the sum of the two sample sizes (109 and 91) minus 2. The degrees of
freedom when we assume unequal variances is calculated using the Satterthwaite
formula.

l.   Sig.(2-tailed) – The p-value is the two-tailed probability
computed using the t distribution.  It is the probability of observing a t-value of
equal or greater absolute value under the null hypothesis.  For a
one-tailed test, halve this probability.  If the p-value is less than our
pre-specified alpha level, usually 0.05, we will conclude that the difference is significantly
different from zero.  For example, the p-value for the difference between females and
males is less than 0.05 in both cases, so we conclude that the difference in means is statistically
significantly different from 0.

m. Mean Difference – This is the difference between the means.

n. Std Error Difference – Standard Error difference is the estimated standard deviation of the
difference between the sample means.  If we drew repeated samples of size 200, we would expect the
standard deviation of the sample means to be close to the standard error.
This provides a measure of the variability of the sample mean.  The Central
Limit Theorem tells us that the sample means are approximately normally
distributed when the sample size is 30 or greater.  Note that the standard
error difference is calculated differently under the two different assumptions.

o.  95% Confidence Interval of the Difference – These are the
lower and upper bound of the confidence interval for the mean difference. A
confidence interval for the mean specifies a range of values within which the
unknown population parameter, in this case the mean, may lie.  It is given
by

where s is the sample deviation of the observations and N is the number of valid
observations.  The t-value in the formula can be computed or found in any
statistics book with the degrees of freedom being N-1 and the p-value being 1-width/2,
where width is the confidence level and by default is .95.