I would like to use an F-Test for Equality of Variances on a variable to compare two groups. Normally, this would be done with 'var.test'. However, the data need to be weighted (individual-level weights).
R's package 'survey' is geared at running analyses with complex sampling weights. But, unless I have overlooked something, it doesn't seem able to do an F-test for Equality of Variances (or a similar test) on weighted data. Any pointers what to do in this situation? Or should I simply calculate weighted variances for both groups, sd1 and sd2 and say: F = var1/var2 With df's of weighted n1-1 for group 1 and weighted n2-1 for group 2? Would it be kosher from statistical perspective? Thanks a lot! -- Dimitri Liakhovitski ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
