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A Robust Test for Homoscedasticity in a Two‐Way Layout
Author(s) -
Piepho HansPeter
Publication year - 1995
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710370204
Subject(s) - homoscedasticity , parametric statistics , robustness (evolution) , normality , homogeneity (statistics) , mathematics , f test of equality of variances , levene's test , row , statistics , statistical hypothesis testing , computer science , heteroscedasticity , test statistic , biochemistry , chemistry , database , gene
This paper discusses tests for homogeneity of row‐variances in a two‐way classification. Parametric tests for this problem are shown to be highly sensitive to departures from the normality assumption. Levene's robust tests tend to be rather liberal when the number of rows exceeds the number of columns. A modification is suggested which improves the approximation for this situation, while retaining the desirable robustness property.