Search results
Results from the WOW.Com Content Network
In statistics, Levene's test is an inferential statistic used to assess the equality of variances for a variable calculated for two or more groups. [1] This test is used because some common statistical procedures assume that variances of the populations from which different samples are drawn are equal. Levene's test assesses this assumption.
This violation is often called 'heteroscedasticity' [4] and can be tested for using Levene's test. [ 5 ] Homogeneity of covariances : The intercorrelation matrix between dependent variables must be equal across all levels of the independent variable.
The null hypothesis of this chi-squared test is homoscedasticity, and the alternative hypothesis would indicate heteroscedasticity. Since the Breusch–Pagan test is sensitive to departures from normality or small sample sizes, the Koenker–Bassett or 'generalized Breusch–Pagan' test is commonly used instead.
Analysis of variance (ANOVA) is a family of statistical methods used to compare the means of two or more groups by analyzing variance. Specifically, ANOVA compares the amount of variation between the group means to the amount of variation within each group.
In order to understand this, it is necessary to understand the test used to evaluate differences between groups, the F-test. The F-test is computed by dividing the explained variance between groups (e.g., medical recovery differences) by the unexplained variance within the groups. Thus,
Levene's test; Level of analysis; Level of measurement; Levenberg–Marquardt algorithm; Leverage (statistics) Levey–Jennings chart – redirects to Laboratory quality control; Lévy's convergence theorem; Lévy's continuity theorem; Lévy arcsine law; Lévy distribution; Lévy flight; Lévy process; Lewontin's Fallacy; Lexis diagram; Lexis ratio
In statistics, an F-test of equality of variances is a test for the null hypothesis that two normal populations have the same variance.Notionally, any F-test can be regarded as a comparison of two variances, but the specific case being discussed in this article is that of two populations, where the test statistic used is the ratio of two sample variances. [1]
The Brown–Forsythe test is a statistical test for the equality of group variances based on performing an Analysis of Variance (ANOVA) on a transformation of the response variable. When a one-way ANOVA is performed, samples are assumed to have been drawn from distributions with equal variance .