[R] F-test of equality of variances - but weighted?

Dimitri Liakhovitski dimitri.liakhovitski at gmail.com
Wed Oct 7 16:36:47 CEST 2015


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



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