sdtest.hlp

是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到

{smcl}
{* 18mar2005}{...}
{cmd:help sdtest, sdtesti} {right:dialogs:  {dialog sdtest1:one-sample}  {dialog sdtest2:two-sample}}
{right:  {dialog sdtestby:by() two-sample}{space 7}}
{right:immediate dialogs:  {dialog sdtesti1:one-sample}  {dialog sdtesti2:two-sample}}
{hline}

{title:Title}

{p2colset 5 19 21 2}{...}
{p2col:{hi:[R] sdtest} {hline 2}}Variance-comparison tests{p_end}
{p2colreset}{...}


{title:Syntax}

{phang}
One-sample variance-comparison test

{p 8 16 2}
{opt sdtest}{space 2}{varname}
{cmd:==}
{it:#}
{ifin}
[{cmd:,} {opt l:evel(#)}]

{phang}
Two-sample variance-comparison test

{p 8 16 2}
{opt sdtest}{space 2}{varname:1}
{cmd:==}
{varname:2}
{ifin}
[{cmd:,} {opt l:evel(#)}]

{phang}
Test that two groups have the same variance

{p 8 16 2}
{opt sdtest}{space 2}{varname}
{ifin}
{cmd:,} {opt by(groupvar)}
{opt l:evel(#)}]

{phang}
Immediate form of one-sample variance-comparison test

{p 8 16 2}
{cmd:sdtesti}
{it:#obs}
{c -(}{it:#mean} | {cmd:.} {c )-}
{it:#sd}
{it:#val}
[{cmd:,} {opt l:evel(#)}]

{phang}
Immediate form of two-sample variance-comparison test

{p 8 16 2}
{cmd:sdtesti}
{it:#obs1}
{c -(}{it:#mean1} | {cmd:.} {c )-}
{it:#sd1}
{it:#obs2}
{c -(}{it:#mean2} | {cmd:.} {c )-}
{it:#sd2}
[{cmd:,} {opt l:evel(#)}]

{phang}
Robust tests for equality of variance

{p 8 16 2}
{cmd:robvar}{space 2}{varname}
{ifin}
{cmd:,} {opt by(groupvar)}

{pmore}
{cmd:by} may be used with {opt sdtest} (but not with {opt sdtesti}) and
{opt robvar}; see {helpb by}.


{title:Description}

{pstd}
{opt sdtest} performs tests on the equality of standard deviations (variances).
In the first form, {opt sdtest} tests that the standard deviation of
{varname} is {it:#}.
In the second form, {opt sdtest} tests that {varname:1} and {varname:2}
have the same standard deviation.
In the third form, {opt sdtest} performs the same test, using the
standard deviations of the two groups defined by {it:groupvar}.

{pstd}
{opt sdtesti} is the immediate form of {opt sdtest}; see {help immed}.

{pstd}
Both the traditional F test for the homogeneity of variances and Bartlett's
generalization of this test to K samples are very sensitive to the assumption
that the data are drawn from an underlying Gaussian distribution.
See, for example, the cautionary results discussed by Markowski and Markowski
(1990).  Levene (1960) proposed a test statistic for equality of variance that
was found to be robust under non-normality.  Subsequently, Brown and Forsythe
(1974) proposed alternative formulations of Levene's test statistic that use
more robust estimators of central tendency in place of the mean.  These
reformulations were demonstrated to be more robust than Levene's test when
dealing with skewed populations.

{pstd}
{opt robvar} reports Levene's robust test statistic (W_0) for the equality
of variances between the groups defined by {it:groupvar} and the 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:Options}

{phang}
{opt level(#)} specifies the confidence interval, as a percentage, for
confidence intervals of the means.  The default is {cmd:level(95)} or as set
by {opt set level}; see {help level}.

{phang}
{opt by(groupvar)} specifies the {it:groupvar} that defines the groups to be
compared.  For {it:sdtest}, there should be two groups, but for {opt robvar}
there may be more than two groups.  Do not confuse the {opt by()} option with
the {opt by} prefix; both may be specified.

{title:Examples}

{pstd}
Test sd of mpg against 5{p_end}
{phang2}{cmd:. sdtest mpg == 5}

{pstd}
Test that mpg1 and mpg2 have same sd{p_end}
{phang2}{cmd:. sdtest mpg1 == mpg2}

{pstd}
Test mpg, fuel 1 has same sd as mpg, fuel 2{p_end}
{phang2}{cmd:. sdtest mpg, by(fuel)}


{pstd}
Test sd=6 when observed sd=6.5 and n=75{p_end}
{phang2}{cmd:. sdtesti 75 . 6.5 6}

{pstd}
Test sd1=sd2 when observed n1=75, sd1=6.5, n2=65, and sd2= 7.5{p_end}
{phang2}{cmd:. sdtesti 75 . 6.5 65 . 7.5}


{title:Also see}

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

{psee}
Online:  {help immed}, {helpb robvar}, {helpb ttest}
{p_end}