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Re: st: RE: Wech One-way ANOVA


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.

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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