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


From   "Laura R." <laura.roh@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: heteroskedasticity between groups, interpretation of -sdtest-
Date   Tue, 18 Dec 2012 19:29:56 +0100

I'm sorry, I think something got mixed up here.

I meant heterogeneity with reference to the comparison of variances
between the two groups, i.e., the samples of the 2 surveys. I am not
talking about the variance of residuals of the model (that includes
both groups with a dummy for the survey year) here.

It just seems that a referee seems concerned about making inferences
from descriptive statistics on these two groups, if the variances are
not equal.

That is why I used -sdtest- to compare the variances between these
groups. However, I was not sure how the information about whether
variances significantly differ is important for the descriptive
analysis or the regression, if a dummy is used there.

Laura



2012/12/18 JVerkuilen (Gmail) <jvverkuilen@gmail.com>:
> 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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