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how to test the equality of sub-sample variances ?
Posted: Tue Oct 11, 2016 10:38 am
by fan
Dear Tom,
Could you kindly let me know how I can test the equality of sub-sample variances in Rats? Thanks
Re: how to test the equality of sub-sample variances ?
Posted: Tue Oct 11, 2016 10:56 am
by TomDoan
Subsample variances of what?
Re: how to test the equality of sub-sample variances ?
Posted: Wed Oct 12, 2016 9:32 pm
by fan
TomDoan wrote:Subsample variances of what?
Thank you for reply. For example, I would like to test the equality of the variances of economic growth during recessions and expansions.
Re: how to test the equality of sub-sample variances ?
Posted: Wed Oct 12, 2016 10:18 pm
by TomDoan
In the context of what type of model? Is there a reason you can't just do a LR test?
Re: how to test the equality of sub-sample variances ?
Posted: Thu Oct 13, 2016 10:21 am
by fan
TomDoan wrote:In the context of what type of model? Is there a reason you can't just do a LR test?
Hi Tom, I am not using any model yet, just simple descriptive statistics for samples from different periods.
Re: how to test the equality of sub-sample variances ?
Posted: Thu Oct 13, 2016 10:44 am
by TomDoan
You do have a model; y(t)=mu(i)+noise for i=1,2 depending upon the subsample. Just use a Goldfeld-Quandt test.
Re: how to test the equality of sub-sample variances ?
Posted: Thu Oct 20, 2016 10:15 am
by fan
TomDoan wrote:You do have a model; y(t)=mu(i)+noise for i=1,2 depending upon the subsample. Just use a Goldfeld-Quandt test.
thank you for the reply