|
|||||
|
|
Improved tests for homogeneity of variances |
|
| Authors: | Kalanka P Jayalath Ananda B Manage Kent E Riggs |
| Institution: | 1. Department of Mathematics and Statistics, University of Houston, Clear Lake, Houston, TX, USA;2. Department of Mathematics and Statistics, Sam Houston State University, Huntsville, TX, USA;3. Department of Mathematics and Statistics, Stephen F Austin State University, Nacogdoches, TX, USA |
| Abstract: | Equality of variances is one of the key assumptions of analysis of variances (ANOVA). There are several testing procedures available to validate this assumption, but it is rare to find a test procedure which controls the type I error rate while providing high statistical power. In this article, we introduce a bootstrap test based on the ratio of mean absolute deviances (RMD). We also propose a two-stage testing procedure where we first quantify the skewness of the distributions and then choose an appropriate test for homogeneity of variances. The performances of these test procedures are studied via a simulation study. |
| Keywords: | Analysis of Variance Bartlett's Test Bootstrapping Equality of Variance Levene's Test Mean Absolute Deviance RMD Test Robust F-test Two-stage Test |