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RE: st: RE: nonparametric tests for variance

From   "Nick Cox" <>
To   <>
Subject   RE: st: RE: nonparametric tests for variance
Date   Thu, 3 Feb 2005 17:35:48 -0000

I have never dealt with data on Nevada trial 
awards, but my bias with similar data is 
to consider a generalised linear model 
with log link to ensure positive predictions. 

My guess is that awards are highly skewed, 
so that a straight linear model would 
be dangerous. 


Hyun Yoon
> 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?

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