..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: [email protected]
[mailto:[email protected]]On Behalf Of Marcello
Pagano
Sent: Thursday, February 03, 2005 11:26 AM
To: [email protected]
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 <[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.
>>>
>>>
>>>
>>*
>>* 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/
>>
>>
>>
>
>
>
>
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