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From |
Scott Merryman <scott.merryman@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Folded F-statistic |

Date |
Wed, 8 Dec 2010 12:30:26 -0600 |

Using -sdtest- ? It is on the right hand side of the output labeled "f = ". The return scalar is r(F). It appears that SAS reports folded F statistic which it describes as: "F Value - SAS labels the F statistic not F, but F', for a specific reason. The test statistic of the two-sample F test is a ratio of sample variances, F = s12/s22 where it is completely arbitrary which sample is labeled sample 1 and which is labeled sample 2. SAS's convention is to put the larger sample variance in the numerator and the smaller one in the denominator. This is called the folded F-statistic, F' = max(s12,s22)/min(s12,s22) which will always be greater than 1. Consequently, the F test rejects the null hypothesis only for large values of F'. " But it is not clear to me what is gained by using this Scott On Wed, Dec 8, 2010 at 11:56 AM, Weichle, Thomas <Thomas.Weichle@va.gov> wrote: > Hi Statalisters, > Can Stata produce the folded F-statistic when doing a test for equal > variances? I know the F-statistic is simply the sample variance of one > group divided by the sample variance of the other group but I'm not > seeing this displayed anywhere or options to do so. > > Tom Weichle > Math Statistician > Center for Management of Complex Chronic Care (CMC3) > Hines VA Hospital, Bldg 1, C202 > 708-202-8387 ext. 24261 > Thomas.Weichle@va.gov > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Folded F-statistic***From:*"Weichle, Thomas" <Thomas.Weichle@va.gov>

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