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Re: st: heteroskedasticity between groups, interpretation of -sdtest-
From
"JVerkuilen (Gmail)" <[email protected]>
To
[email protected]
Subject
Re: st: heteroskedasticity between groups, interpretation of -sdtest-
Date
Mon, 17 Dec 2012 18:48:05 -0500
On Mon, Dec 17, 2012 at 6:12 AM, Nick Cox <[email protected]> wrote:
> If your main interest is in the regression, the results of -sdtest-
> are at best marginal (pun intended) and at worst irrelevant.
I'd argue it's even misleading, because the equality of variances test
is notorious for being non-robust.
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