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Re: st: heteroskedasticity between groups, interpretation of -sdtest-


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: heteroskedasticity between groups, interpretation of -sdtest-
Date   Mon, 17 Dec 2012 18:48:05 -0500

On Mon, Dec 17, 2012 at 6:12 AM, Nick Cox <njcoxstata@gmail.com> wrote:
> If your main interest is in the regression, the results of -sdtest-
> are at best marginal (pun intended) and at worst irrelevant.

I'd argue it's even misleading, because the equality of variances test
is notorious for being non-robust.
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