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Re: st: How do I test that two subsample have different coefficient of variation?


From   "Austin Nichols" <[email protected]>
To   [email protected]
Subject   Re: st: How do I test that two subsample have different coefficient of variation?
Date   Fri, 11 Jul 2008 12:12:03 -0400

Nick--
Suppose the original poster wants to compare income distributions--the
sd of log income is a common measure applied to such distributions,
but income can be zero or negative, though mean income in some
population is unlikely to be zero. The CV is a natural comparison
measure, as is squared CV or any other inequality measure discussed in
Stephen Jenkins' talk
(http://www.stata-journal.com/article.html?article=st0095) or SSC
programs (findit jenkins).

ps. why not degrees Kelvin?

On Fri, Jul 11, 2008 at 5:57 AM, Nick Cox <[email protected]> wrote:
> There are some references in
>
> Sokal, R.R. and Rohlf, F.J. 1995. Biometry. New York: W.H. Freeman.
>
> The rough argument for thinking logarithmically goes like this. It makes
> sense to work with the coefficient of variation whenever standard
> deviation is proportional to mean. That implies that variability is
> multiplicative, not additive, which in turn implies working on a
> logarithmic scale.
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