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Re: st: Folded F-statistic


From   Steven Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Folded F-statistic
Date   Wed, 8 Dec 2010 13:24:28 -0500

Yes, in -sdtest-. But the F test for equal variances has been discredited for 50 years. It is very sensitive to the required assumption that the data are normally distributed (see the manual for references), and I think that any modern text which promotes the test is irresponsible. Use -robvar- instead, as the manual suggests, and use the W10 or W50 statistic.

Steve
Steven J. Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
Voice:  845-246-0774
Fax:    206-202-4783

On Dec 8, 2010, at 12:56 PM, Weichle, Thomas wrote:

Hi Statalisters,
Can Stata produce the folded F-statistic when doing a test for equal
variances?  I know the F-statistic is simply the sample variance of one
group divided by the sample variance of the other group but I'm not
seeing this displayed anywhere or options to do so.

Tom Weichle
Math Statistician
Center for Management of Complex Chronic Care (CMC3)
Hines VA Hospital, Bldg 1, C202
708-202-8387 ext. 24261
Thomas.Weichle@va.gov

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