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 at the end of May, and its replacement, statalist.org is already up and running.


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

st: heteroskedasticity between groups, interpretation of -sdtest-


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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index