robvar.hlp

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{smcl}
{* 05apr2005}{...}
{cmd:help robvar}{...}
{right:dialog:  {bf:{dialog robvar}}}
{hline}

{title:Title}

{pstd}
{hi:[R] sdtest} {hline 2} Robust tests for equality of variance


{title:Syntax}

{p 8 15 2}{cmd:robvar} {it:varname}  [{cmd:if} {it:exp}] [{cmd:in} {it:range}]
{cmd:,} {cmd:by(}{it:groupvar}{cmd:)}


{pstd}
{cmd:by} {it:...} {cmd::} may be used with {cmd:robvar}; see {helpb by}.


{title:Description}

{pstd}
{cmd:robvar} calculates three robust tests of the hypothesis that the
variance of a variable is the same across groups.  The {it:groupvar} in the
{cmd:by()} option defines the groups.  {cmd:robvar} is a useful supplement to
the classical hypothesis test performed by Stata's {helpb sdtest} command.

{pstd}
{cmd:robvar} reports Levene's statistic (W_0) and two statistics proposed
by Brown and Forsythe that replace the mean in Levene's formula with
alternative location estimators.  The first alternative (W_50) replaces the
mean with the median.  The second alternative replaces the mean with the 10
percent trimmed mean (W_10).


{title:Option}

{phang}{cmd:by(}{it:groupvar}{cmd:)} specifies the variable that defines the
two groups to be compared.  Do not confuse the {cmd:by()} option with the
{cmd:by} {it:...} {cmd::} prefix; both may be specified.


{title:Examples}

{phang}{cmd:. robvar lgthstay, by(sex)}{p_end}
{phang}{cmd:. robvar lgthstay if age>65, by(sex)}


{title:Also see}

{psee}
Manual:  {hi:[R] sdtest}

{psee}
Online:  {helpb sdtest}
{p_end}