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st: RE: nonparametric tests for variance
I don't know what underlies this,
a scientific question or a worry
about assumptions for some other
Either way, have a look at Rupert
G. Miller's "Beyond ANOVA". It may
answer your question directly or
indirectly. The reference is
at [R] diagnostic plots.
> Following up on my earlier query, has anyone come
> across a way to do a nonparametric test for variance?
> Thanks to Scott, I am aware that Stata can do this
> when testing for signficiance the difference in
> variance between two groups (e.g., Group A and Group
> B), using sdtest or robvar.
> But my question is slightly more complicated: I would
> like to test whether the difference in variance
> between two sets of groups (Group A1 and B1; Group A2
> and B2) is significant.
> I posed this question to Statatech directly, and they
> were unaware of any way to do this nonparametric test
> on Stata.
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