<pre>
------------------
help for wtest
------------------
<p>
Wtest test
-------
<p>
  . wtest depvar indepvar
<p>
The wtest command performs the W test.  The W test 
is similar to a one way ANOVA, except that it can be more 
effective in yielding appropriate Type I error rates 
under conditions of unequal variances and unequal means
across groups.  (See also the fstar command.)
<p>
The standard ANOVA F test assumes that the groups have 
equal variances, and when this assumption is violated, 
actual type I error rates can exceed nominal type I 
error rates.  If you suspect this problem, you can 
download and use the simanova command to perform
monte carlo simulations given your variances and 
sample sizes to compute actual type I error rates
given that the null hypotheses is true.  If your type I
error rates are inflated, you can use the wtest 
option to see how the W test performs and if it 
performs to your satisfaction, you may choose to
use the wtest command to perform the W test on
your data.
<p>
For more information about the W test, and the 
inflation of Type I errors under unequal variances
and unequal sample sizes, you can see
<p>
Wilcox, R, Charlin, V, Thompson, K. (1986). Communications
in Statistical Simulation and Computation. 15(4) 933-943.

<p>
Author
------
<p>
     Statistical Consulting Group
     Institute for Digital Research and Education, UCLA
     idrestat@ucla.edu 
   
Also see
--------
  simanova 
    net from http://www.ats.ucla.edu/stat/stata/ado
    net install simanova
  fstar 
    net from http://www.ats.ucla.edu/stat/stata/ado
    net install fstar
</pre>