Re: st: RE: Wech One-way ANOVA

[Steven Samuels <sjhsamuels@earthlink.net>]

I did mean you, Jay (Sorry, David!)
On May 19, 2008, at 12:14 PM, jverkuilen wrote:

> Steven Samuels wrote:
>
> > David is partly right.
> I think you meant me.
>
> > Welch's test uses separate standard deviations to compute the
> denominator of the t-statistic, and, as David says, this is the same
> denominator as that computed by the robust option in -reg-.  However -
> reg- with the robust option uses the usual d.f. for the test (n-2),
> but Welch used a corrected d.f.>
>
> Actually you are given three options. One is the default df  
> adjustment. The others use the hat matrix in various ways.
>
> Hmm, I wonder if the other adjustments end up being general  
> versions of common adjustments used in ANOVA Land by ANOVA Man,  
> e.g., Huynh-Feldt for RM? If so this would be a very nice  
> simplification for teaching, replacing a laundry list of  
> adjustments that appear ad hoc from the student's perspective with  
> a lecture on the effect of heteroscedasticity and a useful remedy  
> for it. Time to stare at the equations....
>
> JV
>
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