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st: RE: How do I test that two subsample have different coefficient of variation?


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: How do I test that two subsample have different coefficient of variation?
Date   Thu, 10 Jul 2008 18:14:00 +0100

I'd map this to the equivalent test that the standard deviations, or if
you prefer variances, of log price are different for foreign and
domestic cars, modulo numerous reservations on how fragile such tests
are. 

Such literature as there is on this topic seems inordinately
concentrated in systematic zoology (and indeed _Systematic Zoology_),
e.g. 

Lewontin, R.C. 1966. On the measurement of relative variability.
Systematic Zoology 15: 141--142. 

A more general comment is that whenever people are tempted to use
coefficients of variation it is usually a signal that they should be
working on log scales. 

Nick 
[email protected] 

Antonio Vezzani

If, for example,  in auto.dta I want to test that price have different  
coefficient of variation for foreign and domestic auto, which is the  
right procedure?

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