*! robvar -- Robust tests for the equality of variances
*! version 1.0     Mario A. Cleves     May 1995     sg35: STB-25
program define robvar
        version 3.1
        local varlist "req ex min(1) max(1)"
        local if "opt"
        local in "opt"
        local options "By(string)"
        parse "`*'"
        if "`by'"=="" { error 198 }
        conf var `by'
        parse "`varlist'", parse(" ")
        tempvar x g 
         gen `x'= `1'  `if' `in'
         gen `g'= `by' `if' `in'
    qui {
 tempvar xbar zij zbari zbarp ni den ng sd s num nums w0 p w50 p10 p90 m10 nm10 w10 df1 df2
 egen `xbar'=mean(`x'),by(`g')
 gen `zij'=abs(`x'-`xbar')
 egen `zbari'=mean(`zij'),by(`g')
 egen `zbarp'=mean(`zij')
 egen `ni'=count(`x'),by(`g')
 gen `den'=`ni'*((`zbari'-`zbarp')^2)
 sort `g'
 by `g':gen `s' =`den' if _n==1
 egen `ng' =count(`s')
 egen `sd' =sum(`s')
 replace `den'=`sd' /(`ng' -1)
  
 gen `num'=(`zij'-`zbarp')^2
 egen `nums' =sum(`num')
 drop `num'
 tempvar num
 rename `nums'  `num'
 replace `num'=`num'/(_N-`ng' )
 gen `w0'=`den'/`num'
 gen `p'=fprob((`ng' -1),(_N-`ng' ),`w0')
  gen `df1'=`ng'-1
  gen `df2'=_N-`ng'

 noi tab `by',sum(`1')
 noi di "   "
 noi di in gr "W0=   " in ye `w0[1]' in gr "   df(" in ye `df1' ", " `df2' in gr ") ""    Pr > F = " in ye `p[1]'
 drop `xbar'-`df2'
  
 egen `xbar'=median(`x'),by(`g')
 gen `zij'=abs(`x'-`xbar')
 egen `zbari'=mean(`zij'),by(`g')
 egen `zbarp'=mean(`zij')
 egen `ni'=count(`x'),by(`g')
 gen `den'=`ni'*((`zbari'-`zbarp')^2)
 sort `g'
 by `g':gen `s' =`den' if _n==1
 egen `ng' =count(`s')
 egen `sd' =sum(`s')
 replace `den'=`sd' /(`ng' -1)
 drop `s' `sd' 
 gen `num'=(`zij'-`zbarp')^2
 egen `nums' =sum(`num')
 drop `num'
 tempvar num   
 rename `nums'  `num'
 replace `num'=`num'/(_N-`ng' )
 gen `w50'=`den'/`num'
 gen `p'=fprob((`ng' -1),(_N-`ng' ),`w50')
  gen `df1'=`ng'-1
  gen `df2'=_N-`ng'
 noi di "   "
 noi di in gr "W50=  " in ye `w50[1]' in gr "   df(" in ye `df1' ", " `df2' in gr ") ""    Pr > F = " in ye `p[1]'
 drop `xbar'-`df2'
 
 egen `p10'=pctile(`x'),p(10) by(`g')
 egen `p90'=pctile(`x'),p(90) by(`g')
 egen `m10'=mean(`x') if `x'>=`p10' & `x'<=`p90',by(`g')
 egen `nm10'=min(`m10'),by(`g')
 drop `m10' 
 rename `nm10' `xbar'
 gen `zij'=abs(`x'-`xbar')
 egen `zbari'=mean(`zij'),by(`g')
 egen `zbarp'=mean(`zij')
 egen `ni'=count(`x'),by(`g')
 gen `den'=`ni'*((`zbari'-`zbarp')^2)
 sort `g'
 by `g':gen `s' =`den' if _n==1
 egen `ng' =count(`s')
 egen `sd' =sum(`s')
 replace `den'=`sd' /(`ng' -1)
 drop `s' `sd' 
 gen `num' =(`zij'-`zbarp')^2
 egen `nums' =sum(`num')
 drop `num'
 tempvar num   
 rename `nums'  `num'
 replace `num'=`num'/(_N-`ng' )
 gen `w10'=`den'/`num'
 gen `p'=fprob((`ng' -1),(_N-`ng' ),`w10')
 
  gen `df1'=`ng'-1
  gen `df2'=_N-`ng'
 noi di "   "
 noi di in gr "W10=  " in ye `w10[1]' in gr "   df(" in ye `df1' ", " `df2' in gr ") ""    Pr > F = " in ye `p[1]'
 drop `xbar'-`df2'
 }
 end