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st: RE: Wech One-way ANOVA


From   "Verkuilen, Jay" <JVerkuilen@gc.cuny.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Wech One-way ANOVA
Date   Fri, 16 May 2008 17:48:55 -0400

>>I'm wondering if anybody knows a welch option in ANOVA. Stata runs a welch test in ttest. But, I was not able to find the same option in oneway or anova.<<

I discovered an interesting little fact a few months ago, which is in retrospect not so surprising: 

If you set up the independent samples t-test as a dummy variable regression and use robust standard errors, you get the Welch-corrected t-test. (Try a test case yourself to verify; it's been a long year, I may be misremembering.) So you could always set up your one-way ANOVA as the equivalent dummy variable regression (using xi or, better, xi3) and use robust. 

JV

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