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From |
Marcello Pagano <[email protected]> |

To |
[email protected] |

Subject |
Re: st: RE: nonparametric tests for variance |

Date |
Thu, 03 Feb 2005 12:25:54 -0500 |

Is the obvious too simplistic?:

remove the means--now you have a mean zero variable.

Square it. Now check the mean(s) of the squared variable.

m.p.

Hyun Yoon wrote:

Hi Nick,

Thank you very much for the response. I'll look at

the Miller citation.

Regarding your query, here's a brief context to my

problem. I am trying to measure the effect of a legal

rule allowing pre-trial offers. I look at a period of

1990-2000, where Nevada changed its law in 1995, and

the neighboring states did not. Using a

differences-in-differences approach,

AWARDS = a + b(Nev) + c(post1995) + d(Nev)(post1995) +

f(control variables) + e

I get a small and statistically non-significant change

in damage awards.

I would like to know whether there was a statistically

significant change in the variance in AWARDS. In

other words, did the rule reduce the variance in

payouts, even if it did not change the mean.

Thus, I am trying to do a diff-in-diff where I look at

variance, not mean, of AWARDS.

Have you ever confronted this problem?

H

--- Nick Cox <[email protected]> wrote:

I don't know what underlies this, a scientific question or a worry about assumptions for some other procedure.

Either way, have a look at Rupert G. Miller's "Beyond ANOVA". It may answer your question directly or indirectly. The reference is at [R] diagnostic plots.

Nick [email protected]

Hyun Yoon

Following up on my earlier query, has anyone comevariance?

across a way to do a nonparametric test for

Thanks to Scott, I am aware that Stata can do thisGroup

when testing for signficiance the difference in

variance between two groups (e.g., Group A and

B), using sdtest or robvar.would

But my question is slightly more complicated: I

like to test whether the difference in varianceA2

between two sets of groups (Group A1 and B1; Group

and B2) is significant.they

I posed this question to Statatech directly, and

were unaware of any way to do this nonparametrictest

on Stata.*

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**References**:**Re: st: RE: nonparametric tests for variance***From:*Hyun Yoon <[email protected]>

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