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st: testing significance of variance


From   Hyun Yoon <hyunpug@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: testing significance of variance
Date   Tue, 1 Feb 2005 19:53:22 -0800 (PST)

Hi Statalist,

I would like to run two tests relating to variance.  I
suspect there's a way to do this on Stata, but I can't
figure it out.

1. BASIC: Whether there is a statistically significant
difference in the VARIANCE in the outcome variable
between 2 groups(Group A and Group B).

2. Difference-in-Difference: Building on 1, testing
whether there is a statistically significant
difference in the change in variance in the outcome
variable between Group A and Group B, before and after
a change in policy for Group A.  The regression
essentially looks like the following:

OUTCOME = a + b(Per2) + c(GroupA) + d(Per2)(GroupA)

Instead of running an ordinary diff-in-diff looking at
the change in OUTCOME at the mean, I would like to
look at the change in OUTCOME with respect to the
variance.

Is there a way to do these non-parametric tests in
Stata?

Thanks for any suggestions.

H



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