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Re: st: Folded F-statistic


From   Scott Merryman <scott.merryman@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Folded F-statistic
Date   Wed, 8 Dec 2010 12:30:26 -0600

Using -sdtest- ?  It is on the right hand side of the output labeled
"f = ".  The return scalar is r(F).

It appears that SAS reports folded F statistic which it describes as:

"F Value - SAS labels the F statistic not F, but F', for a specific
reason. The test statistic of the two-sample F test is a ratio of
sample variances, F = s12/s22 where it is completely arbitrary which
sample is labeled sample 1 and which is labeled sample 2. SAS's
convention is to put the larger sample variance in the numerator and
the smaller one in the denominator. This is called the folded
F-statistic,

F' = max(s12,s22)/min(s12,s22)

which will always be greater than 1. Consequently, the F test rejects
the null hypothesis only for large values of F'. "

But it is not clear to me what is gained by using this


Scott

On Wed, Dec 8, 2010 at 11:56 AM, Weichle, Thomas <Thomas.Weichle@va.gov> 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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