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msecic
Calcite | Level 5

Does anyone know the SAS code for non-inferiority test for VARIANCES of two group?  I see lots on means and proportions but can't find help on variances.  Thx!

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SteveDenham
Jade | Level 19

Not something done very often, so it isn't surprising that there is little available.  In order to help, do you know what the measure of non-inferiority is for the variances, and how you might be thinking of attacking the problem?  Is there literature available that can be worked from?

 

Steve Denham

msecic
Calcite | Level 5

We can attack it as a difference between the two variances (using d=3), or as a ratio of the two variances (using d=0.5).  I think I'll just build a confidence interval around the ratio and if d is outside then conclude non-inferior.  Do you think that is sufficient?

SteveDenham
Jade | Level 19

I would definitely go with the ratio, as it has a known distribution (F distribution) and there are good methods for calculating confidence bounds.  If d is outside the bound, then you are probably good to go--just be aware that the lower bound on the F distribution is a bit harder to calculate, and due to the skewness of the distribution, you may need (well, you WILL need) a much larger N to show non-inferiority for the variance, as compared to the mean.

 

Thinking on this just a bit more--that ratio may be a non-central F, with non-central chi square values needed for the confidence bound.  It's been almost 40 years since math stat class, so I would need to dig through some old class notes to be sure.

 

Steve Denham

msecic
Calcite | Level 5

Thanks so much for the helpful info Steve!

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