statsmodels.sandbox.stats.multicomp.varcorrection_pairs_unbalanced¶
- statsmodels.sandbox.stats.multicomp.varcorrection_pairs_unbalanced(nobs_all, srange=False)[source]¶
correction factor for variance with unequal sample sizes for all pairs
this is just a harmonic mean
- Parameters:
- nobs_allarray_like
The number of observations for each sample
- srangebool
if true, then the correction is divided by 2 for the variance of the studentized range statistic
- Returns:
- correction
ndarray
Correction factor for variance.
- correction
Notes
variance correction factor is
1/k * sum_i 1/n_i
where k is the number of samples and summation is over i=0,…,k-1. If all n_i are the same, then the correction factor is 1.
This needs to be multiplies by the joint variance estimate, means square error, MSE. To obtain the correction factor for the standard deviation, square root needs to be taken.
For the studentized range statistic, the resulting factor has to be divided by 2.