Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


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

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


From   "JVerkuilen (Gmail)" <[email protected]>
To   [email protected]
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 <[email protected]> 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.
*
*   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 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index