Paired sample t test - overview

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Paired sample $t$ test
Chi-squared test for the relationship between two categorical variables
Cochran's Q test
You cannot compare more than 3 methods
Independent variableIndependent /column variableIndependent/grouping variable
2 paired groupsOne categorical with $I$ independent groups ($I \geqslant 2$)One within subject factor ($\geq 2$ related groups)
Dependent variableDependent /row variableDependent variable
One quantitative of interval or ratio levelOne categorical with $J$ independent groups ($J \geqslant 2$)One categorical with 2 independent groups
Null hypothesisNull hypothesisNull hypothesis
H0: $\mu = \mu_0$

Here $\mu$ is the population mean of the difference scores, and $\mu_0$ is the population mean of the difference scores according to the null hypothesis, which is usually 0. A difference score is the difference between the first score of a pair and the second score of a pair.
H0: there is no association between the row and column variable

More precisely, if there are $I$ independent random samples of size $n_i$ from each of $I$ populations, defined by the independent variable:
  • H0: the distribution of the dependent variable is the same in each of the $I$ populations
If there is one random sample of size $N$ from the total population:
  • H0: the row and column variables are independent
H0: $\pi_1 = \pi_2 = \ldots = \pi_I$

Here $\pi_1$ is the population proportion of 'successes' for group 1, $\pi_2$ is the population proportion of 'successes' for group 2, and $\pi_I$ is the population proportion of 'successes' for group $I.$
Alternative hypothesisAlternative hypothesisAlternative hypothesis
H1 two sided: $\mu \neq \mu_0$
H1 right sided: $\mu > \mu_0$
H1 left sided: $\mu < \mu_0$
H1: there is an association between the row and column variable

More precisely, if there are $I$ independent random samples of size $n_i$ from each of $I$ populations, defined by the independent variable:
  • H1: the distribution of the dependent variable is not the same in all of the $I$ populations
If there is one random sample of size $N$ from the total population:
  • H1: the row and column variables are dependent
H1: not all population proportions are equal
AssumptionsAssumptionsAssumptions
  • Difference scores are normally distributed in the population
  • Sample of difference scores is a simple random sample from the population of difference scores. That is, difference scores are independent of one another
  • Sample size is large enough for $X^2$ to be approximately chi-squared distributed under the null hypothesis. Rule of thumb:
    • 2 $\times$ 2 table: all four expected cell counts are 5 or more
    • Larger than 2 $\times$ 2 tables: average of the expected cell counts is 5 or more, smallest expected cell count is 1 or more
  • There are $I$ independent simple random samples from each of $I$ populations defined by the independent variable, or there is one simple random sample from the total population
  • Sample of 'blocks' (usually the subjects) is a simple random sample from the population. That is, blocks are independent of one another
Test statisticTest statisticTest statistic
$t = \dfrac{\bar{y} - \mu_0}{s / \sqrt{N}}$
Here $\bar{y}$ is the sample mean of the difference scores, $\mu_0$ is the population mean of the difference scores according to the null hypothesis, $s$ is the sample standard deviation of the difference scores, and $N$ is the sample size (number of difference scores).

The denominator $s / \sqrt{N}$ is the standard error of the sampling distribution of $\bar{y}$. The $t$ value indicates how many standard errors $\bar{y}$ is removed from $\mu_0$.
$X^2 = \sum{\frac{(\mbox{observed cell count} - \mbox{expected cell count})^2}{\mbox{expected cell count}}}$
Here for each cell, the expected cell count = $\dfrac{\mbox{row total} \times \mbox{column total}}{\mbox{total sample size}}$, the observed cell count is the observed sample count in that same cell, and the sum is over all $I \times J$ cells.
If a failure is scored as 0 and a success is scored as 1:

$Q = k(k - 1) \dfrac{\sum_{groups} \Big (\mbox{group total} - \frac{\mbox{grand total}}{k} \Big)^2}{\sum_{blocks} \mbox{block total} \times (k - \mbox{block total})}$

Here $k$ is the number of related groups (usually the number of repeated measurements), a group total is the sum of the scores in a group, a block total is the sum of the scores in a block (usually a subject), and the grand total is the sum of all the scores.

Before computing $Q$, first exclude blocks with equal scores in all $k$ groups.
Sampling distribution of $t$ if H0 were trueSampling distribution of $X^2$ if H0 were trueSampling distribution of $Q$ if H0 were true
$t$ distribution with $N - 1$ degrees of freedomApproximately the chi-squared distribution with $(I - 1) \times (J - 1)$ degrees of freedomIf the number of blocks (usually the number of subjects) is large, approximately the chi-squared distribution with $k - 1$ degrees of freedom
Significant?Significant?Significant?
Two sided: Right sided: Left sided:
  • Check if $X^2$ observed in sample is equal to or larger than critical value $X^{2*}$ or
  • Find $p$ value corresponding to observed $X^2$ and check if it is equal to or smaller than $\alpha$
If the number of blocks is large, the table with critical $X^2$ values can be used. If we denote $X^2 = Q$:
  • Check if $X^2$ observed in sample is equal to or larger than critical value $X^{2*}$ or
  • Find $p$ value corresponding to observed $X^2$ and check if it is equal to or smaller than $\alpha$
$C\%$ confidence interval for $\mu$n.a.n.a.
$\bar{y} \pm t^* \times \dfrac{s}{\sqrt{N}}$
where the critical value $t^*$ is the value under the $t_{N-1}$ distribution with the area $C / 100$ between $-t^*$ and $t^*$ (e.g. $t^*$ = 2.086 for a 95% confidence interval when df = 20).

The confidence interval for $\mu$ can also be used as significance test.
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Effect sizen.a.n.a.
Cohen's $d$:
Standardized difference between the sample mean of the difference scores and $\mu_0$: $$d = \frac{\bar{y} - \mu_0}{s}$$ Cohen's $d$ indicates how many standard deviations $s$ the sample mean of the difference scores $\bar{y}$ is removed from $\mu_0.$
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Visual representationn.a.n.a.
Paired sample t test
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Equivalent ton.a.Equivalent to
  • One sample $t$ test on the difference scores.
  • Repeated measures ANOVA with one dichotomous within subjects factor.
-Friedman test, with a categorical dependent variable consisting of two independent groups.
Example contextExample contextExample context
Is the average difference between the mental health scores before and after an intervention different from $\mu_0 = 0$?Is there an association between economic class and gender? Is the distribution of economic class different between men and women?Subjects perform three different tasks, which they can either perform correctly or incorrectly. Is there a difference in task performance between the three different tasks?
SPSSSPSSSPSS
Analyze > Compare Means > Paired-Samples T Test...
  • Put the two paired variables in the boxes below Variable 1 and Variable 2
Analyze > Descriptive Statistics > Crosstabs...
  • Put one of your two categorical variables in the box below Row(s), and the other categorical 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 > K Related Samples...
  • Put the $k$ variables containing the scores for the $k$ related groups in the white box below Test Variables
  • Under Test Type, select Cochran's Q test
JamoviJamoviJamovi
T-Tests > Paired Samples T-Test
  • Put the two paired variables in the box below Paired Variables, one on the left side of the vertical line and one on the right side of the vertical line
  • Under Hypothesis, select your alternative hypothesis
Frequencies > Independent Samples - $\chi^2$ test of association
  • Put one of your two categorical variables in the box below Rows, and the other categorical variable in the box below Columns
Jamovi does not have a specific option for the Cochran's Q test. However, you can do the Friedman test instead. The $p$ value resulting from this Friedman test is equivalent to the $p$ value that would have resulted from the Cochran's Q test. Go to:

ANOVA > Repeated Measures ANOVA - Friedman
  • Put the $k$ variables containing the scores for the $k$ related groups in the box below Measures
Practice questionsPractice questionsPractice questions