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Re: st: RE: nonparametric tests for variance


From   Marcello Pagano <pagano@hsph.harvard.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: nonparametric tests for variance
Date   Thu, 03 Feb 2005 12:25:54 -0500

Is the obvious too simplistic?:
remove the means--now you have a mean zero variable.
Square it. Now check the mean(s) of the squared variable.

m.p.

Hyun Yoon wrote:


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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