Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: RE: nonparametric tests for variance


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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index