Variance equality test for multiple variables

[dara wang]

Hi,

I want to compare variance of multiple variables of two groups (event=1 or event=0). For one variable, I know sdtest can do it: sdtest age, by(event)

However, it cannot perform on more than on variable. I know for t test, there is command like ttable. Is there any similar command for sdtest?

Thanks.

[Mike Lacy]

-ttable- appears to be a user-written command, and I supposed you could use -search- in Stata to try to find if someone had created a similar convenience command for -sdtest-. However, creating your own loop would be a relatively easy solution here. Here's an example with the auto data:

sysuse auto, clear
foreach v of varlist price weight headroom {
   sdtest `v', by(foreign)
}

[dara wang]

-ttable- appears to be a user-written command, and I supposed you could use -search- in Stata to try to find if someone had created a similar convenience command for -sdtest-. However, creating your own loop would be a relatively easy solution here. Here's an example with the auto data:

sysuse auto, clear
foreach v of varlist price weight headroom {
sdtest `v', by(foreign)
}

Hi Mike,

Thank you so much. Another follow up question:

The loop seems good. But another desired feature of ttable is its output format. Is there way to make the output into a nice table (as ttest in ttable)?

Thanks.

[Mike Lacy]

You can access whatever things -sdtest- puts into the return list, and do some programming to display them out in the format you desire. The following shows (in very crude form) what you could do.

sysuse auto, clear
sdtest price, by(foreign)
return list // to show you what's there
// Example of using items in the return list
foreach v of varlist price weight headroom {
   quiet sdtest `v', by(foreign)
   di "Variable = `v': sd1 = " r(sd_1) ", sd2 = " r(sd_2) ", p = " r(p)
}