Thanks Mitchell,
I was facing a similar problem and was following the discussion. Are there
are non parametric tests to compare multiple groups, some user ado perhaps
that you know of? I read a previous post on this list and the answer was no.
I use stata 8.
Regards
Rajesh
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Michael Mitchell
Sent: 09 January 2007 04:02
To: [email protected]
Subject: Re: st: RE: RE: -oneway- and unequal variances
Greetings
I would suggest seeing
http://www.ats.ucla.edu/stat/stata/library/homvar.htm
which has a detailed discussion of this topic, a program you can use
to see the impact for your situation, and additional references.
Best luck,
Michael Mitchell
On 1/8/07, Nick Cox <[email protected]> wrote:
> How does this apply to one-way analysis of variance
> with 10 groups?
>
> Nick
> [email protected]
>
> Newson, Roger B
>
> > A good pair of definitive references on the issues affecting
> > unequal-variance and equal-variance t-tests is Moser et al. (1989) and
> > Moser and Stevens (1992). These papers recomment the unequal-variance
> > t-test as the "standard default", and recommend the equal-variance
> > t-test as a "special case" for the "special occasion" where we "know"
> > that the population variance of the smaller sample can be estimated
> > using the sample variance of the l;arger sample. They do not recommend
> > the use of heteroskedasticity tests, essentially because
> > heteroskedasticity starts to affect the validity of confidence limits
> > before it starts to register in heteroskedasticity tests.
>
> [...]
>
> Thomas Erdmann
>
> > comparing ten portfolios of returns using -oneway- ,
> > Bartlett's test for
> > equal variances always highly rejects the null hypothesis.
> >
> > 1.) What routines can be used in Stata if the assumptions of ANOVA are
> > violated?
> >
> > 2.) Generally speaking, does the violation of ANOVA
> > assumption shift the
> > F-test to more conservative results (i.e. tends not to reject H0 of
> > equality)?
> >
> > I am aware that nonparametric tests like the Kruskal-Wallis test (
> > -kwallis-
> > , -kwallis2- ) can help with settings where the normality
> > assumption of
> > the
> > ANOVA is violated, but it still assumes equal variance.
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
