Statistical Procedures

Programming the statistical procedures from SAS
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RobertWF2
Fluorite | Level 6

While running proc ttest I've noticed SAS returns the same sample size (N) values for my class variable whether I'm using weights or no weights (see code below).

 

In my data the Treatment records all have inv_weight = 1 while the Control records have inv_weight between values between 0 and 1.

 

Note that the mean and stnd deviation statistics for the Controls differ for weighted/unweighted proc ttest.

 

I'm assuming SAS is correctly performing the weighted t-test but for whatever reasons outputs the unweighted N counts?

 

 

proc ttest data=&bcbsri order=data;
      class class;
      var er_bsln_ptmpy;
      weight inv_weight;
run;
/*
                                                      The TTEST Procedure

                                                      Variable:  er_bsln_ptmpy

Weight: inv_weight

                         class                N        Mean     Std Dev     Std Err     Minimum     Maximum

                         Treatment          703      1147.9      1975.1     74.4936           0     26000.0
                         Control        1183962       843.6       418.0      1.2572           0     20000.0
                         Diff (1-2)                   304.4       420.6     15.9142                        

                   class         Method               Mean       95% CL Mean        Std Dev      95% CL Std Dev

                   Treatment                        1147.9      1001.7   1294.2      1975.1      1877.0   2084.2
                   Control                           843.6       841.1    846.0       418.0       417.5    418.5
                   Diff (1-2)    Pooled              304.4       273.2    335.5       420.6       420.1    421.2
                   Diff (1-2)    Satterthwaite       304.4       158.1    450.6                                 

                                    Method           Variances        DF    t Value    Pr > |t|

                                    Pooled           Equal        1.18E6      19.12      <.0001
                                    Satterthwaite    Unequal       702.4       4.09      <.0001

                                                       Equality of Variances

                                         Method      Num DF    Den DF    F Value    Pr > F

                                         Folded F       702    1.18E6      22.33    <.0001
*/
proc ttest data=&bcbsri order=data;
      class class;
      var er_bsln_ptmpy;
/*    weight inv_weight;*/
run;
/*
                                                       The TTEST Procedure

                                                      Variable:  er_bsln_ptmpy

                         class                N        Mean     Std Dev     Std Err     Minimum     Maximum

                         Treatment          703      1147.9      1975.1     74.4936           0     26000.0
                         Control        1183962       753.7      1370.1      1.2592           0     20000.0
                         Diff (1-2)                   394.2      1370.6     51.7069                        

                   class         Method               Mean       95% CL Mean        Std Dev      95% CL Std Dev

                   Treatment                        1147.9      1001.7   1294.2      1975.1      1877.0   2084.2
                   Control                           753.7       751.2    756.2      1370.1      1368.4   1371.9
                   Diff (1-2)    Pooled              394.2       292.9    495.6      1370.6      1368.8   1372.3
                   Diff (1-2)    Satterthwaite       394.2       248.0    540.5                                 

                                    Method           Variances        DF    t Value    Pr > |t|

                                    Pooled           Equal        1.18E6       7.62      <.0001
                                    Satterthwaite    Unequal       702.4       5.29      <.0001

                                                       Equality of Variances

                                         Method      Num DF    Den DF    F Value    Pr > F

                                         Folded F       702    1.18E6       2.08    <.0001
*/

 

 

1 REPLY 1
WarrenKuhfeld
Ammonite | Level 13

PROC TTEST is correct. Weights do not affect Ns. The FREQ statement affects Ns.

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