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test equality of variance

Posted: Tue Oct 07, 2014 1:02 pm
by ecofin
can you enhance the test of equality of variance to show:
1-mean difference;
2-std error difference;
3- 95% confidence interval of the difference.

Re: test equality of variance

Posted: Sat Oct 25, 2014 8:05 am
by EViews Glenn
Just trying to get clarification on the request...

1. If you have more than 2 variances, which mean differences do you wish to see?

3. Under what distributional assumptions? Normality? Asymptotic?