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 <[email protected]> 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
> [email protected]
>
> 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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>
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