statsmodels.sandbox.stats.multicomp.varcorrection_pairs_unequal
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statsmodels.sandbox.stats.multicomp.varcorrection_pairs_unequal(var_all, nobs_all, df_all)
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return joint variance from samples with unequal variances and unequal sample sizes for all pairs
something is wrong
Parameters: var_all : array_like
The variance for each sample
nobs_all : array_like
The number of observations for each sample
df_all : array_like
degrees of freedom for each sample
Returns: varjoint : array
joint variance.
dfjoint : array
joint Satterthwait?s degrees of freedom
Notes
(copy, paste not correct) variance 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.
TODO: something looks wrong with dfjoint, is formula from SPSS
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