Following up on my earlier query, has anyone come
across a way to do a nonparametric test for variance?
Thanks to Scott, I am aware that Stata can do this
when testing for signficiance the difference in
variance between two groups (e.g., Group A and Group
B), using sdtest or robvar.
But my question is slightly more complicated: I would
like to test whether the difference in variance
between two sets of groups (Group A1 and B1; Group A2
and B2) is significant.
I posed this question to Statatech directly, and they
were unaware of any way to do this nonparametric test
on Stata.
Has anyone come across this in their work or seen this
question posed to statalist before?
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