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Re: st: RE: nonparametric tests for variance


From   Hyun Yoon <hyunpug@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: nonparametric tests for variance
Date   Thu, 3 Feb 2005 09:20:46 -0800 (PST)

Hi Nick,

Thank you very much for the response.  I'll look at
the Miller citation.

Regarding your query, here's a brief context to my
problem.  I am trying to measure the effect of a legal
rule allowing pre-trial offers.  I look at a period of
1990-2000, where Nevada changed its law in 1995, and
the neighboring states did not.  Using a
differences-in-differences approach, 

AWARDS = a + b(Nev) + c(post1995) + d(Nev)(post1995) +
f(control variables) + e

I get a small and statistically non-significant change
in damage awards.

I would like to know whether there was a statistically
significant change in the variance in AWARDS.  In
other words, did the rule reduce the variance in
payouts, even if it did not change the mean.

Thus, I am trying to do a diff-in-diff where I look at
variance, not mean, of AWARDS.

Have you ever confronted this problem?

H

--- Nick Cox <n.j.cox@durham.ac.uk> wrote:

> I don't know what underlies this, 
> a scientific question or a worry 
> about assumptions for some other 
> procedure. 
> 
> Either way, have a look at Rupert 
> G. Miller's "Beyond ANOVA". It may 
> answer your question directly or 
> indirectly. The reference is 
> at [R] diagnostic plots. 
> 
> Nick 
> n.j.cox@durham.ac.uk 
> 
> Hyun Yoon
>  
> > Following up on my earlier query, has anyone come
> > across a way to do a nonparametric test for
> variance? 
> > Thanks to Scott, I am aware that Stata can do this
> > when testing for signficiance the difference in
> > variance between two groups (e.g., Group A and
> Group
> > B), using sdtest or robvar.  
> > 
> > But my question is slightly more complicated: I
> would
> > like to test whether the difference in variance
> > between two sets of groups (Group A1 and B1; Group
> A2
> > and B2) is significant.   
> > 
> > I posed this question to Statatech directly, and
> they
> > were unaware of any way to do this nonparametric
> test
> > on Stata.  
> > 
> 
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