Group test of equality for variance

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lkonya
Posts: 8
Joined: Mon Jan 19, 2009 4:12 pm

Group test of equality for variance

Postby lkonya » Sat Jan 12, 2019 6:59 pm

Hi,

I was running an F-test for the equality of the variances of two populations based on two small independent samples. I used EViews 8.1 and the relevant workfile is attached.

My understanding is that EViews calculates the F-ratio as the square of s(L)/s(S), so the corresponding degrees of freedom should be n(L)-1 for the numerator and n(S)-1 for the denominator. In my example investment_2 has larger standard deviation than investment_1 and the test statistic is (23.02638/9.06826)^2=6.44768. The corresponding degrees of freedoms are 7 (numerator) and 9 (denominator), but EViews reports (9,7). Why?

Thanks for your help.

Laszlo

lkonya
Posts: 8
Joined: Mon Jan 19, 2009 4:12 pm

Re: Group test of equality for variance

Postby lkonya » Sat Jan 12, 2019 7:03 pm

I forgot to attach the workfile. Here it is ...
Attachments
equal variances.wf1
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