User-written robnova package available from SSC.

[David Speed]

Hi Everyone,

I wrote a simple program (robnova) for calculating Welch's and Brown-Forsythe's F-statistics for ANOVA-type comparisons.

As an example of the output produced:

robnova tempjan division

Outcome variable is tempjan
Predictor variable is division

R-squared = 0.72712

  Test              |      F      df1      df2         p
--------------------+----------------------------------------
  Fisher's          | 314.7526     8    945.0000    0.0000
  Welch's           | 382.5897     8    293.4047    0.0000
  Brown-Forsythe's  | 306.7036     8    485.9155    0.0000
-------------------------------------------------------------

Hopefully, it finds some use.

Cheers,

David.