Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: heteroskedasticity between groups, interpretation of -sdtest-
From
"Laura R." <[email protected]>
To
[email protected]
Subject
Re: st: heteroskedasticity between groups, interpretation of -sdtest-
Date
Tue, 18 Dec 2012 19:29:56 +0100
I'm sorry, I think something got mixed up here.
I meant heterogeneity with reference to the comparison of variances
between the two groups, i.e., the samples of the 2 surveys. I am not
talking about the variance of residuals of the model (that includes
both groups with a dummy for the survey year) here.
It just seems that a referee seems concerned about making inferences
from descriptive statistics on these two groups, if the variances are
not equal.
That is why I used -sdtest- to compare the variances between these
groups. However, I was not sure how the information about whether
variances significantly differ is important for the descriptive
analysis or the regression, if a dummy is used there.
Laura
2012/12/18 JVerkuilen (Gmail) <[email protected]>:
> 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.
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/