The behaviour of the modified Levene's test when data are not normally distributed

DOI10.1007/S00180-009-0154-ZMaRDI QIDQ638048zbMATH OpenOpenAlexFDO

Authors Isabel Parra-Frutos

Publication date 8 September 2011

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-009-0154-z

zbMATH Keywords

ANOVABartlett testKeyes and Levy's correctionSatterthwaite's correctiontrimmed mean

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Parametric hypothesis testing (62F03) Analysis of variance and covariance (ANOVA) (62J10)

Review text

The author considers tests for homogeneity of variances in one-way ANOVA problems. These tests include the original \textit{H. Levene} [Contrib. Probab. Stat., Essays in Honor of H. Hotelling, 278--292 (1960; Zbl 0094.13901)] test (LT) with absolute deviations from means, trimmed means and medians. LT with the \textit{T.K. Keyes} and \textit{M.S. Levy} [J. Educ. Behav. Stat., 22, 227-236 (1997)] correction for the deviations. The \textit{F.E. Satterthwaite} [Biomet. Bull., 2, 110-114 (1946)] correction of the degrees of freedom, the \textit{G.A. Milliken} and \textit{D.E. Johnson} [Analysis of messy data. Boca Raton, FL: CRC Press (2009; Zbl 1168.62001)] correction of the significance level and the Bartlett test. A bootstrap-type technique for p-values computation is discussed for some versions of the LT. Performance of these tests is compared via simulations of contaminated normal samples.

Recommendations

• Modifications of Levene's and O'Brien's tests for testing the homogeneity of variance based on median and trimmed mean
• ON LEVENE'S TESTS OF VARIANCE HOMOGENEITY
• A note on Levene's tests for equality of variances
• The impact of Levene's test of equality of variances on statistical theory and practice
• Testing homogeneity of variances with unequal sample sizes

Cites work

• A comparison of tests of equality of variances
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• A note on Levene's tests for equality of variances
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• scientific article; zbMATH DE number 3110608 (Why is no real title available?)
• Jackknifing Variances
• ON LEVENE'S TESTS OF VARIANCE HOMOGENEITY
• Properties of sufficiency and statistical tests
• Robust techniques for testing heterogeneity of variance effects in factorial designs
• Robust Tests for the Equality of Variances
• Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification
• The asymptotic behavior of tests for normal means based on a variance pre-test

Cited in

(9)

• A modified Bartlett test for linear hypotheses in heteroscedastic one-way ANOVA
• Testing homogeneity of variances with unequal sample sizes
• A Levene-type test of homogeneity of variances against ordered alternatives
• Preliminary tests when comparing means
• Modifications of Levene's and O'Brien's tests for testing the homogeneity of variance based on median and trimmed mean
• Improved tests for homogeneity of variances
• Nonparametric test for the homogeneity of the overall variability
• Semiparametric tests for equality of two independent variances
• Testing homoscedasticity of a large number of populations

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