A Note on Leveneis Tests for Equality of Variances

نویسندگان

  • Raymond J Carroll
  • Helmut Schneider
چکیده

t • • ABSTRACT Consider testing for equality of variances in a one-way analysis of variance. Levene's test is the usual F-test for equality of means computed on pseudo-observations, which one defines as the absolute deviations of the data points from an estimate of the group "center". We show that, asymptotically, Levene1s test has the correct level whenever the estimate of group "center" is an estimate of group median. This explains why published Monte-Carlo studies have found that Levene1s original proposal of centering at the sample mean has the correct level only for symmetric distributions, while centering at the sample median has correct level even for asymmetric distributions. Generalizations are discussed.

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تاریخ انتشار 2008