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st: Folded F-Statistic


From   "Weichle, Thomas" <Thomas.Weichle@va.gov>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Folded F-Statistic
Date   Wed, 8 Dec 2010 13:37:36 -0600

SAS, as Scott mentioned, provides the Folded F-Statistic in proc ttest.
This information helps in deciding whether to use the ttest result based
on the pooled variances or unpooled (unequal) variances (Satterthwaite
method).  The command sdtest appears to not follow the same convention
as SAS when computing the folded F-Statistic.  Stata uses group 0
variance in the numerator and group 1 variance in the denominator.  As
Scott mentioned, SAS's convention is to put the larger sample variance
in the numerator and the smaller one in the denominator.  Additionally,
Stata uses the oneway command to perform the Bartlett's chi-squared test
for equal variances.   Both the Bartlett's test (oneway command) and
Folded F-test (sdtest command) can be used but, as Steven mentioned, are
sensitive to departures from normality.  Thanks, Scott and Steven for
your input.

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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