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st: RE: Wech One-way ANOVA


From   "Yamamoto, Satomi" <syamamot@ad.uiuc.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Wech One-way ANOVA
Date   Fri, 16 May 2008 16:51:12 -0500

Thank you, Jay. Satomi

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Verkuilen, Jay
Sent: Friday, May 16, 2008 4:49 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: Wech One-way ANOVA

>>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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