Simulating Data with SAS

Chapter 5

Using Simulation to Evaluate Statistical Techniques

Contents

5.1    Overview of Evaluating Statistical Techniques

5.2    Confidence Interval for a Mean

5.2.1    Coverage for Normal Data

5.2.2    Coverage for Nonnormal Data

5.2.3    Computing Coverage in the SAS/IML Language

5.3    Assessing the Two-Sample t Test for Equality of Means

5.3.1    Robustness of the t Test to Unequal Variances

5.3.2    Robustness of the t Test to Nonnormal Populations

5.3.3    Assessing the t Test in SAS/IML Software

5.3.4    Summary of the t Test Simulations

5.4    Evaluating the Power of the t Test

5.4.1    Exact Power Analysis

5.4.2    A Simulated Power Analysis

5.5    Effect of Sample Size on the Power of the t Test

5.6    Using Simulation to Compute ...