Re: st: Folded F-statistic

[Steven Samuels <sjsamuels@gmail.com>]

Yes, in -sdtest-.   But the F test for equal variances has been  
discredited for 50 years.  It is very sensitive to the required  
assumption that the data are normally distributed (see the manual for  
references), and I think that any modern text which promotes the test  
is irresponsible.  Use -robvar- instead, as the manual suggests, and  
use the W10 or W50 statistic.
Steve
Steven J. Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
Voice:  845-246-0774
Fax:    206-202-4783

On Dec 8, 2010, at 12:56 PM, Weichle, Thomas 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

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