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Increased Power with Modified Forms of the Levene (Med) Test for Heterogeneity of Variance
Author(s) -
Hines W. G. S.,
Hines R. J. O'Hara
Publication year - 2000
Publication title -
biometrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.298
H-Index - 130
eISSN - 1541-0420
pISSN - 0006-341X
DOI - 10.1111/j.0006-341x.2000.00451.x
Subject(s) - variance (accounting) , levene's test , notice , statistics , econometrics , f test of equality of variances , analysis of variance , mathematics , test (biology) , power (physics) , linear model , computer science , statistical hypothesis testing , economics , paleontology , test statistic , physics , quantum mechanics , political science , law , biology , homogeneity (statistics) , accounting
Summary. While the conventional Levene (Med) test is a widely used and robust test for detecting heterogeneity of variance, it does not take notice of either the linear dependencies among the residuals involved or the possibility of a mean (or median)‐variance relationship. This paper explores the substantial improvements in power possible by investigating the benefits both of removing such linear dependencies (structural zeros) and of modeling (even roughly) such relationships.