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A Monte Carlo Test for Variance Homogeneity in Linear Models
Author(s) -
Piepho HansPeter
Publication year - 1996
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.4710380411
Subject(s) - monte carlo method , homogeneity (statistics) , levene's test , mathematics , f test of equality of variances , statistics , monte carlo integration , statistical hypothesis testing , computer science , econometrics , hybrid monte carlo , markov chain monte carlo , test statistic
A Monte Carlo procedure is proposed for testing homogeneity of variances in linear models. The method is applicable to a variety of common experimental designs. It is valid when errors are independently normally distributed. Under nonnormality the test is expected to behave robust in a similar fashion as Levene's test. Three examples are given to demonstrate the method.