I'd map this to the equivalent test that the standard deviations, or if
you prefer variances, of log price are different for foreign and
domestic cars, modulo numerous reservations on how fragile such tests
are.
Such literature as there is on this topic seems inordinately
concentrated in systematic zoology (and indeed _Systematic Zoology_),
e.g.
Lewontin, R.C. 1966. On the measurement of relative variability.
Systematic Zoology 15: 141--142.
A more general comment is that whenever people are tempted to use
coefficients of variation it is usually a signal that they should be
working on log scales.
Nick
[email protected]
Antonio Vezzani
If, for example, in auto.dta I want to test that price have different
coefficient of variation for foreign and domestic auto, which is the
right procedure?
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