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From |
Steven Samuels <sjhsamuels@earthlink.net> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: Wech One-way ANOVA |

Date |
Mon, 19 May 2008 12:45:51 -0400 |

I did mean you, Jay (Sorry, David!) On May 19, 2008, at 12:14 PM, jverkuilen wrote:

Steven Samuels wrote:David is partly right.I think you meant me.denominator of the t-statistic, and, as David says, this is the sameWelch's test uses separate standard deviations to compute the

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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**Follow-Ups**:**RE: st: RE: Wech One-way ANOVA***From:*"Verkuilen, Jay" <JVerkuilen@gc.cuny.edu>

**References**:**RE: st: RE: Wech One-way ANOVA***From:*jverkuilen <jverkuilen@gc.cuny.edu>

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