[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
"FEIVESON, ALAN H. (AL) (JSC-SK) (NASA)" <alan.h.feiveson@nasa.gov> |

To |
"'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: RE: nonparametric tests for variance |

Date |
Thu, 3 Feb 2005 12:49:01 -0600 |

..except that the mean-adjusted observations are not independent, and are unlikely to be normally distributed. However you could try something like xtgee with a gamma family for such derived data. Al Feiveson -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Marcello Pagano Sent: Thursday, February 03, 2005 11:26 AM To: statalist@hsphsun2.harvard.edu Subject: Re: st: RE: nonparametric tests for variance 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. >>> >>> >>> >>* >>* For searches and help try: >>* >>http://www.stata.com/support/faqs/res/findit.html >>* http://www.stata.com/support/statalist/faq >>* http://www.ats.ucla.edu/stat/stata/ >> >> >> > > > > >__________________________________ >Do you Yahoo!? >The all-new My Yahoo! - What will yours do? >http://my.yahoo.com >* >* For searches and help try: >* http://www.stata.com/support/faqs/res/findit.html >* http://www.stata.com/support/statalist/faq >* http://www.ats.ucla.edu/stat/stata/ > > * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

- Prev by Date:
**Re: st: Two stage estimation: Can the first stage be a count model** - Next by Date:
**Re: st: data size** - Previous by thread:
**RE: st: RE: nonparametric tests for variance** - Next by thread:
**st: RE: nonparametric tests for variance** - Index(es):

© Copyright 1996–2015 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |