[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: Wech One-way ANOVA

From   "Yamamoto, Satomi" <>
To   "''" <>
Subject   st: RE: Wech One-way ANOVA
Date   Fri, 16 May 2008 16:51:12 -0500

Thank you, Jay. Satomi

-----Original Message-----
From: [] On Behalf Of Verkuilen, Jay
Sent: Friday, May 16, 2008 4:49 PM
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.


*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index