Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Folded F-statistic

From   Scott Merryman <>
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' = 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


On Wed, Dec 8, 2010 at 11:56 AM, 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
> *
> *   For searches and help try:
> *
> *
> *

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index