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RE: st: RE: Wech One-way ANOVA


From   jverkuilen <jverkuilen@gc.cuny.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: Wech One-way ANOVA
Date   Mon, 19 May 2008 12:14:26 -0400

Steven Samuels wrote:

>David is partly right. 

I think you meant me. 

>Welch's test uses separate standard deviations to compute the  
denominator of the t-statistic, and, as David says, this is the same  
denominator as that computed by the robust option in -reg-.  However - 
reg- with the robust option uses the usual d.f. for the test (n-2),  
but Welch used a corrected d.f.>

Actually you are given three options. One is the default df adjustment. The others use the hat matrix in various ways. 

Hmm, I wonder if the other adjustments end up being general versions of common adjustments used in ANOVA Land by ANOVA Man, e.g., Huynh-Feldt for RM? If so this would be a very nice simplification for teaching, replacing a laundry list of adjustments that appear ad hoc from the student's perspective with a lecture on the effect of heteroscedasticity and a useful remedy for it. Time to stare at the equations.... 

JV 

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