How does this apply to one-way analysis of variance
with 10 groups?
Nick
[email protected]
Newson, Roger B
> A good pair of definitive references on the issues affecting
> unequal-variance and equal-variance t-tests is Moser et al. (1989) and
> Moser and Stevens (1992). These papers recomment the unequal-variance
> t-test as the "standard default", and recommend the equal-variance
> t-test as a "special case" for the "special occasion" where we "know"
> that the population variance of the smaller sample can be estimated
> using the sample variance of the l;arger sample. They do not recommend
> the use of heteroskedasticity tests, essentially because
> heteroskedasticity starts to affect the validity of confidence limits
> before it starts to register in heteroskedasticity tests.
[...]
Thomas Erdmann
> comparing ten portfolios of returns using -oneway- ,
> Bartlett's test for
> equal variances always highly rejects the null hypothesis.
>
> 1.) What routines can be used in Stata if the assumptions of ANOVA are
> violated?
>
> 2.) Generally speaking, does the violation of ANOVA
> assumption shift the
> F-test to more conservative results (i.e. tends not to reject H0 of
> equality)?
>
> I am aware that nonparametric tests like the Kruskal-Wallis test (
> -kwallis-
> , -kwallis2- ) can help with settings where the normality
> assumption of
> the
> ANOVA is violated, but it still assumes equal variance.
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