z test for the difference between two proportions overview

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$z$ test for the difference between two proportions	$z$ test for a single proportion	Binomial test for a single proportion $z$ test for a single proportion $z$ test for the difference between two proportions Goodness of fit test Chi-squared test for the relationship between two categorical variables One sample $z$ test for the mean One sample $t$ test for the mean Paired sample $t$ test Two sample $z$ test Two sample $t$ test - equal variances not assumed Two sample $t$ test - equal variances assumed One way ANOVA Two way ANOVA Pearson correlation Regression (OLS)Logistic regression Mann-Whitney-Wilcoxon test Kruskal-Wallis test Sign test McNemar's test Cochran's Q test Marginal Homogeneity test / Stuart-Maxwell test Friedman test Wilcoxon signed-rank test One sample Wilcoxon signed-rank test Spearman's rho
Independent/grouping variable	Independent variable
One categorical with 2 independent groups	None
Dependent variable	Dependent variable
One categorical with 2 independent groups	One categorical with 2 independent groups
Null hypothesis	Null hypothesis
H₀: $\pi_1 = \pi_2$ Here $\pi_1$ is the population proportion of 'successes' for group 1, and $\pi_2$ is the population proportion of 'successes' for group 2.	H₀: $\pi = \pi_0$ Here $\pi$ is the population proportion of 'successes', and $\pi_0$ is the population proportion of successes according to the null hypothesis.
Alternative hypothesis	Alternative hypothesis
H₁ two sided: $\pi_1 \neq \pi_2$ H₁ right sided: $\pi_1 > \pi_2$ H₁ left sided: $\pi_1 < \pi_2$	H₁ two sided: $\pi \neq \pi_0$ H₁ right sided: $\pi > \pi_0$ H₁ left sided: $\pi < \pi_0$
Assumptions	Assumptions
Sample size is large enough for $z$ to be approximately normally distributed. Rule of thumb: Significance test: number of successes and number of failures are each 5 or more in both sample groups Regular (large sample) 90%, 95%, or 99% confidence interval: number of successes and number of failures are each 10 or more in both sample groups Plus four 90%, 95%, or 99% confidence interval: sample sizes of both groups are 5 or more Group 1 sample is a simple random sample (SRS) from population 1, group 2 sample is an independent SRS from population 2. That is, within and between groups, observations are independent of one another	Sample size is large enough for $z$ to be approximately normally distributed. Rule of thumb: Significance test: $N \times \pi_0$ and $N \times (1 - \pi_0)$ are each larger than 10 Regular (large sample) 90%, 95%, or 99% confidence interval: number of successes and number of failures in sample are each 15 or more Plus four 90%, 95%, or 99% confidence interval: total sample size is 10 or more Sample is a simple random sample from the population. That is, observations are independent of one another If the sample size is too small for $z$ to be approximately normally distributed, the binomial test for a single proportion should be used.
Test statistic	Test statistic
$z = \dfrac{p_1 - p_2}{\sqrt{p(1 - p)\Bigg(\dfrac{1}{n_1} + \dfrac{1}{n_2}\Bigg)}}$ Here $p_1$ is the sample proportion of successes in group 1: $\dfrac{X_1}{n_1}$, $p_2$ is the sample proportion of successes in group 2: $\dfrac{X_2}{n_2}$, $p$ is the total proportion of successes in the sample: $\dfrac{X_1 + X_2}{n_1 + n_2}$, $n_1$ is the sample size of group 1, and $n_2$ is the sample size of group 2. Note: we could just as well compute $p_2 - p_1$ in the numerator, but then the left sided alternative becomes $\pi_2 < \pi_1$, and the right sided alternative becomes $\pi_2 > \pi_1.$	$z = \dfrac{p - \pi_0}{\sqrt{\dfrac{\pi_0(1 - \pi_0)}{N}}}$ Here $p$ is the sample proportion of successes: $\dfrac{X}{N}$, $N$ is the sample size, and $\pi_0$ is the population proportion of successes according to the null hypothesis.
Sampling distribution of $z$ if H₀ were true	Sampling distribution of $z$ if H₀ were true
Approximately the standard normal distribution	Approximately the standard normal distribution
Significant?	Significant?
Two sided: Check if $z$ observed in sample is at least as extreme as critical value $z^$ or Find two sided $p$ value corresponding to observed $z$ and check if it is equal to or smaller than $\alpha$ Right sided: Check if $z$ observed in sample is equal to or larger than critical value $z^$ or Find right sided $p$ value corresponding to observed $z$ and check if it is equal to or smaller than $\alpha$ Left sided: Check if $z$ observed in sample is equal to or smaller than critical value $z^*$ or Find left sided $p$ value corresponding to observed $z$ and check if it is equal to or smaller than $\alpha$	Two sided: Check if $z$ observed in sample is at least as extreme as critical value $z^$ or Find two sided $p$ value corresponding to observed $z$ and check if it is equal to or smaller than $\alpha$ Right sided: Check if $z$ observed in sample is equal to or larger than critical value $z^$ or Find right sided $p$ value corresponding to observed $z$ and check if it is equal to or smaller than $\alpha$ Left sided: Check if $z$ observed in sample is equal to or smaller than critical value $z^*$ or Find left sided $p$ value corresponding to observed $z$ and check if it is equal to or smaller than $\alpha$
Approximate $C\%$ confidence interval for $\pi_1 - \pi_2$	Approximate $C\%$ confidence interval for $\pi$
Regular (large sample): $(p_1 - p_2) \pm z^* \times \sqrt{\dfrac{p_1(1 - p_1)}{n_1} + \dfrac{p_2(1 - p_2)}{n_2}}$ where the critical value $z^$ is the value under the normal curve with the area $C / 100$ between $-z^$ and $z^$ (e.g. $z^$ = 1.96 for a 95% confidence interval) With plus four method: $(p_{1.plus} - p_{2.plus}) \pm z^* \times \sqrt{\dfrac{p_{1.plus}(1 - p_{1.plus})}{n_1 + 2} + \dfrac{p_{2.plus}(1 - p_{2.plus})}{n_2 + 2}}$ where $p_{1.plus} = \dfrac{X_1 + 1}{n_1 + 2}$, $p_{2.plus} = \dfrac{X_2 + 1}{n_2 + 2}$, and the critical value $z^$ is the value under the normal curve with the area $C / 100$ between $-z^$ and $z^$ (e.g. $z^$ = 1.96 for a 95% confidence interval)	Regular (large sample): $p \pm z^* \times \sqrt{\dfrac{p(1 - p)}{N}}$ where the critical value $z^$ is the value under the normal curve with the area $C / 100$ between $-z^$ and $z^$ (e.g. $z^$ = 1.96 for a 95% confidence interval) With plus four method: $p_{plus} \pm z^* \times \sqrt{\dfrac{p_{plus}(1 - p_{plus})}{N + 4}}$ where $p_{plus} = \dfrac{X + 2}{N + 4}$ and the critical value $z^$ is the value under the normal curve with the area $C / 100$ between $-z^$ and $z^$ (e.g. $z^$ = 1.96 for a 95% confidence interval)
Equivalent to	Equivalent to
When testing two sided: chi-squared test for the relationship between two categorical variables, where both categorical variables have 2 levels.	When testing two sided: goodness of fit test, with a categorical variable with 2 levels. When $N$ is large, the $p$ value from the $z$ test for a single proportion approaches the $p$ value from the binomial test for a single proportion. The $z$ test for a single proportion is just a large sample approximation of the binomial test for a single proportion.
Example context	Example context
Is the proportion of smokers different between men and women? Use the normal approximation for the sampling distribution of the test statistic.	Is the proportion of smokers amongst office workers different from $\pi_0 = 0.2$? Use the normal approximation for the sampling distribution of the test statistic.
SPSS	SPSS
SPSS does not have a specific option for the $z$ test for the difference between two proportions. However, you can do the chi-squared test instead. The $p$ value resulting from this chi-squared test is equivalent to the two sided $p$ value that would have resulted from the $z$ test. Go to: Analyze > Descriptive Statistics > Crosstabs... Put your independent (grouping) variable in the box below Row(s), and your dependent variable in the box below Column(s) Click the Statistics... button, and click on the square in front of Chi-square Continue and click OK	Analyze > Nonparametric Tests > Legacy Dialogs > Binomial... Put your dichotomous variable in the box below Test Variable List Fill in the value for $\pi_0$ in the box next to Test Proportion If computation time allows, SPSS will give you the exact $p$ value based on the binomial distribution, rather than the approximate $p$ value based on the normal distribution
Jamovi	Jamovi
Jamovi does not have a specific option for the $z$ test for the difference between two proportions. However, you can do the chi-squared test instead. The $p$ value resulting from this chi-squared test is equivalent to the two sided $p$ value that would have resulted from the $z$ test. Go to: Frequencies > Independent Samples - $\chi^2$ test of association Put your independent (grouping) variable in the box below Rows, and your dependent variable in the box below Columns	Frequencies > 2 Outcomes - Binomial test Put your dichotomous variable in the white box at the right Fill in the value for $\pi_0$ in the box next to Test value Under Hypothesis, select your alternative hypothesis Jamovi will give you the exact $p$ value based on the binomial distribution, rather than the approximate $p$ value based on the normal distribution
Practice questions	Practice questions

z test for the difference between two proportions - overview