Hi Statalist,
I would like to run two tests relating to variance. I
suspect there's a way to do this on Stata, but I can't
figure it out.
1. BASIC: Whether there is a statistically significant
difference in the VARIANCE in the outcome variable
between 2 groups(Group A and Group B).
2. Difference-in-Difference: Building on 1, testing
whether there is a statistically significant
difference in the change in variance in the outcome
variable between Group A and Group B, before and after
a change in policy for Group A. The regression
essentially looks like the following:
OUTCOME = a + b(Per2) + c(GroupA) + d(Per2)(GroupA)
Instead of running an ordinary diff-in-diff looking at
the change in OUTCOME at the mean, I would like to
look at the change in OUTCOME with respect to the
variance.
Is there a way to do these non-parametric tests in
Stata?
Thanks for any suggestions.
H
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