A bootstrap test for equality of variances

DOI10.1016/J.CSDA.2010.04.012MaRDI QIDQ97955zbMATH OpenOpenAlexFDO

Authors Dexter Cahoy, Dexter O. Cahoy

Publication date October 2010

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1806.02730

zbMATH Keywords

bootstrapANOVAhomogeneity of variancesDirichlet distribution

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40)

Abstract: We introduce a bootstrap procedure to test the hypothesis $H_o$ that $K+1$ variances are homogeneous. The procedure uses a variance-based statistic, and is derived from a normal-theory test for equality of variances. The test equivalently expressed the hypothesis as $H_o:mathbfeta=(et{a}_1,ldots,et{a}_{K+1}{)}^T=mathbf0$, where $et{a}_i$'s are log contrasts of the population variances. A box-type acceptance region is constructed to test the hypothesis $H_o$. Simulation results indicated that our method is generally superior to the Shoemaker and Levene tests, and the bootstrapped version of Levene test in controlling the Type I and Type II errors.

Recommendations

• Bootstrap Methods for Testing Homogeneity of Variances
• Improved tests for homogeneity of variances
• A comparison of tests of equality of variances
• A robust test based on bootstrapping for the two-sample scale problem
• A revisit to test the equality of variances of several populations

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Cited in

(16)

• Jackknife empirical likelihood method for testing the equality of two variances
• Bootstrap Methods for Testing Homogeneity of Variances
• Bootstrap tests of multiple inequality restrictions on variance ratios
• Testing homogeneity of variances with unequal sample sizes
• Comparing scale parameters in several gamma distributions with known shapes
• A revisit to test the equality of variances of several populations
• Confidence intervals for means and variances of nonnormal distributions
• A robust test based on bootstrapping for the two-sample scale problem
• A Levene-type test of homogeneity of variances against ordered alternatives
• An adjustment to the Bartlett's test for small sample size
• Semiparametric tests for equality of two independent variances
• Estimating residual variance in random forest regression
• Preliminary tests when comparing means
• Jump robust daily covariance estimation by disentangling variance and correlation components
• Improved tests for homogeneity of variances
• \(K\)-sample tests for equality of variances of random fuzzy sets

Describes a project that uses

Uses Software

• MersenneTwister
• ismev

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