VARATIO: Stata module for calculating the k-group omnibus variance-ratio balance diagnostic

Ariel Linden

Statistical Software Components from Boston College Department of Economics

Abstract: varatio reports a k-group omnibus summary of variance-ratio imbalance across levels of by(). Three omnibus statistics are reported together: (1) F_VR, a size-weighted quadratic combination of the pairwise log-variance-ratios (Linden, 2026), (2) GMVR, the geometric mean of the pairwise variance ratios, extended from two-groups (Linden and Samuels, 2013), and (3) max(VR*), the largest pairwise variance ratio, extended from two-groups for standardized mean differences (Lopez and Gutman, 2017).

Language: Stata
Requires: Stata version 11
Keywords: variance ratio; k-samples; weights (search for similar items in EconPapers)
Date: 2026-08-20
Note: This module should be installed from within Stata by typing "ssc install varatio". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/v/varatio.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/v/varatio.sthlp help file (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s459867

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