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Sharma, Dinesh; Kibria, B. M. Golam

On some test statistics for testing homogeneity of variances: a comparative study. (English) Zbl 1453.62387

J. Stat. Comput. Simulation 83, No. 10, 1944-1963 (2013).
Summary: In this paper, we have reviewed 25 test procedures that are widely reported in the literature for testing the hypothesis of homogeneity of variances under various experimental conditions. Since a theoretical comparison was not possible, a simulation study has been conducted to compare the performance of the test statistics in terms of robustness and empirical power. Monte Carlo simulation was performed for various symmetric and skewed distributions, number of groups, sample size per group, degree of group size inequalities, and degree of variance heterogeneity. Using simulation results and based on the robustness and power of the tests, some promising test statistics are recommended for practitioners.

Cited in 6 Documents

MSC:

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

Keywords:

ANOVA; homogeneity of variances; Levene’s test; Monte Carlo simulation; power of test; robustness; type I error rate
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References:

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