我希望在R中进行多个两个样本t.tests。 我想测试50个有两个级别的指标。所以起初我用过:
t.test(m~f)
Welch Two Sample t-test
data: m by f
t = 2.5733, df = 174.416, p-value = 0.01091
alternative hypothesis: true difference in means is not equal to 0
95 percent confidence interval:
0.05787966 0.43891600
sample estimates:
mean in group FSS mean in group NON-FSS
0.8344209 0.5860231
这里m对应于我要测试的第一个指标m = Debt.to.equity.ratio。 以下列出了我需要测试的所有指标:
print (indicators)
[1] "Debt.to.equity.ratio" "Deposits.to.loans"
[3] "Deposits.to.total.assets" "Gross.loan.portfolio.to.total.assets"
[5] "Number.of.active.borrowers" "Percent.of.women.borrowers"
[7] "Number.of.loans.outstanding" "Gross.loan.portfolio"
[9] "Average.loan.balance.per.borrower" "Average.loan.balance.per.borrower...GNI.per.capita"
[11] "Average.outstanding.balance" "Average.outstanding.balance...GNI.per.capita"
[13] "Number.of.depositors" "Number.of.deposit.accounts"
[15] "Deposits" "Average.deposit.balance.per.depositor"
[17] "Average.deposit.balance.per.depositor...GNI.per.capita" "Average.deposit.account.balance"
[19] "Average.deposit.account.balance...GNI.per.capita" "Return.on.assets"
[21] "Return.on.equity" "Operational.self.sufficiency"
[23] "FSS" "Financial.revenue..assets"
[25] "Profit.margin" "Yield.on.gross.portfolio..nominal."
[27] "Yield.on.gross.portfolio..real." "Total.expense..assets"
[29] "Financial.expense..assets" "Provision.for.loan.impairment..assets"
[31] "Operating.expense..assets" "Personnel.expense..assets"
[33] "Administrative.expense..assets" "Operating.expense..loan.portfolio"
[35] "Personnel.expense..loan.portfolio" "Average.salary..GNI.per.capita"
[37] "Cost.per.borrower" "Cost.per.loan"
[39] "Borrowers.per.staff.member" "Loans.per.staff.member"
[41] "Borrowers.per.loan.officer" "Loans.per.loan.officer"
[43] "Depositors.per.staff.member" "Deposit.accounts.per.staff.member"
[45] "Personnel.allocation.ratio" "Portfolio.at.risk...30.days"
[47] "Portfolio.at.risk...90.days" "Write.off.ratio"
[49] "Loan.loss.rate" "Risk.coverage"
我不想每次在t.test中更改指标名称,而是想创建一个自动执行并计算p.value的循环。我已经尝试创建一个循环但由于变量=字符的性质而无法使其工作。
我真的很感激有关如何前进的任何提示! 非常感谢你!
最佳摩根
答案 0 :(得分:0)
我假设您正在针对相同的f进行每个指标的回归。
在这种情况下,您可以尝试以下方式:
p_vals = NULL;
for(this_indicator in indicators)
{
this_formula = paste(c(this_indicator, "f"), collapse="~");
res = t.test(as.formula(this_formula));
p_vals = c(p_vals, res$p.value);
}
然而,有一条评论:您是否对这些p值进行了多重调整?鉴于您正在进行大量测试,您很可能会被误报。