Hypothesis test for the difference of the difference of means?

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    Difference Means Test
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Discussion Overview

The discussion centers around the statistical testing of the hypothesis that the difference between two means (μ2 - μ1) is equal to the difference between another pair of means (μ3 - μ2) using three independent samples. The context involves understanding how to approach this specific hypothesis test, which is distinct from standard tests for differences of means.

Discussion Character

  • Technical explanation, Debate/contested

Main Points Raised

  • One participant seeks guidance on how to test the hypothesis that μ2 - μ1 = μ3 - μ2, noting familiarity with testing for differences of means but uncertainty about testing for differences of differences.
  • Another participant suggests that ANOVA may be applicable, referencing its use for analyzing variance among multiple samples.
  • A subsequent reply clarifies that ANOVA tests whether all means are equal (μ1 = μ2 = μ3), which does not directly address the specific hypothesis of interest regarding the differences between pairs of means.
  • One participant acknowledges a misunderstanding of the original question in their response.

Areas of Agreement / Disagreement

Participants have not reached a consensus on the appropriate method for testing the hypothesis regarding the differences of means, with differing interpretations of the applicability of ANOVA.

Contextual Notes

The discussion highlights the need for clarity in statistical testing methods, particularly when dealing with hypotheses involving differences of differences, and the limitations of ANOVA in this context.

CaptainP
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Hello all,

Consider 3 different samples. Each sample is independent.

1: 23, 25, 21, 22, 21, 22, 20, 23, 19, 22, 19, 21
2: 28, 27, 27, 29, 26, 29, 27, 30, 28, 27, 26, 29
3: 23, 20, 25, 21, 22, 23, 21, 20, 19, 20, 22, 21

I am being asked to test whether μ2 - μ1 = μ3 - μ2 with 99% confidence. How am I meant to perform this test? I know how to test for the difference of means, that's quite simple, but how does one test for the difference of differences?
 
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ANOVA tests whether the means of all samples are the same, so in this case an ANOVA test would test whether μ1 = μ2 = μ3. I need something rather different, testing whether the differences between specific pairs are equal.
 
Sorry I misread the post.
 

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