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From |
"Laura R." <laura.roh@googlemail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: heteroskedasticity between groups, interpretation of -sdtest- |

Date |
Mon, 17 Dec 2012 12:01:07 +0100 |

Dear Stata users, I have estimated a regression in which the cases stem from two surveys that have been conducted in different years. I put a dummy variable for the survey year into the regression Now my questions: 1. Do I still have to worry about group heteroskedasticity, i.e. that the estimations are somehow biased? 2. Does it matter if variances between these two groups are homo/heterogenous for the descritive statistics? (I mean, when I describe the mean of the dependent variable in these two years, and make comparisons) 3. I did a test for heterogeneity between the variances between the groups (-sdtest-), but how can I interpret the results? E.g., I did: sdtest depvar, by(survey_1) For example, I received this result: Ha: ratio < 1 Ha: ratio != 1 Ha: ratio > 1 Pr(F < f) = 0.8246 2*Pr(F > f) = 0.3508 Pr(F > f) = 0.1754 For some different data, this result: Ha: ratio < 1 Ha: ratio != 1 Ha: ratio > 1 Pr(F < f) = 1.0000 2*Pr(F > f) = 0.0000 Pr(F > f) = 0.0000 Thank you very much for your help. Laura * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: heteroskedasticity between groups, interpretation of -sdtest-***From:*Nick Cox <njcoxstata@gmail.com>

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