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st: R: Anova with not variance homogeneity


From   "Carlo Lazzaro" <[email protected]>
To   <[email protected]>
Subject   st: R: Anova with not variance homogeneity
Date   Wed, 3 Oct 2007 18:06:09 +0200

Dear Rachele,

perhaps a possible suggestion would be to perform a non-parametric bootstrap
ANOVA (frequently used in the economic evaluation of healthcare programmes).

Please take a look at what follows:
-----------------start example---------------
use "C:\Programmi\Stata9\ado\base\a\auto.dta"
oneway price foreign, bonferroni tabulate
return list
scalar F=r(F)
summarize price if foreign ==0, mean
replace price = price -r(mean) + 6165.257 if foreign ==0
summarize price if foreign ==1, mean
replace price = price -r(mean) + 6165.257 if foreign ==1
summarize price
by foreign, sort : summarize price
bootstrap r(F), reps(1000) nodots verbose seed(999) : oneway price foreign,
bonferroni tabulate
estat bootstrap, all verbose
count if r(F)>=F
-----------------end example---------------

By dividing the result of count if r(F)>=F for the number of bootstrap
replications (1000 in this example), you will get a pbootstrap that you can
compare with the base case ANOVA p-value.
The pbootstrap may confirm or deny the base case ANOVA p-value.

Fir further details (however about the application of non parametric
bootstrap to t-test and not to ANOVA) I would refer you to:

Efron B, Tibshirani RJ. An Introduction to the Bootstrap. Chapman and Hall:
New York, 1993.

Desgagn� A, Castilloux AM, Angers JF, LeLorier J. The use of bootstrap
statisticalmethod for the pharmacoeconomic cost analysis of skewed data.
PahramacoEconomics 1998; 13: 487-497.

I do hope this helps.

Kind Regsrds,

Carlo
 
-----Messaggio originale-----
Da: [email protected]
[mailto:[email protected]] Per conto di Rachele Capocchi
Inviato: mercoled� 3 ottobre 2007 15.49
A: [email protected]
Oggetto: st: Anova with not variance homogeneity

Dear Statalisters,

 
Can anybody help me to do Anova test if there is difference on the 3 groups'
means with Stata, 
considering that the variances of 3 groups are not homogeneity ?

 

Thanks a lot,

Rachele


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