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  2. Homoscedasticity and heteroscedasticity - Wikipedia

    en.wikipedia.org/wiki/Homoscedasticity_and...

    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.

  3. Bartlett's test - Wikipedia

    en.wikipedia.org/wiki/Bartlett's_test

    In statistics, Bartlett's test, named after Maurice Stevenson Bartlett, [1] is used to test homoscedasticity, that is, if multiple samples are from populations with equal variances. [2] Some statistical tests, such as the analysis of variance , assume that variances are equal across groups or samples, which can be checked with Bartlett's test.

  4. Homogeneity and heterogeneity (statistics) - Wikipedia

    en.wikipedia.org/wiki/Homogeneity_and...

    Homogeneity can be studied to several degrees of complexity. For example, considerations of homoscedasticity examine how much the variability of data-values changes throughout a dataset. However, questions of homogeneity apply to all aspects of the statistical distributions, including the location parameter

  5. Levene's test - Wikipedia

    en.wikipedia.org/wiki/Levene's_test

    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.

  6. Breusch–Pagan test - Wikipedia

    en.wikipedia.org/wiki/Breusch–Pagan_test

    If the test statistic has a p-value below an appropriate threshold (e.g. p < 0.05) then the null hypothesis of homoskedasticity is rejected and heteroskedasticity assumed. If the Breusch–Pagan test shows that there is conditional heteroskedasticity, one could either use weighted least squares (if the source of heteroskedasticity is known) or ...

  7. Analysis of covariance - Wikipedia

    en.wikipedia.org/wiki/Analysis_of_covariance

    There are several key assumptions that underlie the use of ANCOVA and affect interpretation of the results. [2] The standard linear regression assumptions hold; further we assume that the slope of the covariate is equal across all treatment groups (homogeneity of regression slopes).

  8. Goldfeld–Quandt test - Wikipedia

    en.wikipedia.org/wiki/Goldfeld–Quandt_test

    Herbert Glejser, in his 1969 paper outlining the Glejser test, provides a small sampling experiment to test the power and sensitivity of the Goldfeld–Quandt test. His results show limited success for the Goldfeld–Quandt test except under cases of "pure heteroskedasticity"—where variance can be described as a function of only the underlying explanatory variable.

  9. Z-test - Wikipedia

    en.wikipedia.org/wiki/Z-test

    Difference between Z-test and t-test: Z-test is used when sample size is large (n>50), or the population variance is known. t-test is used when sample size is small (n<50) and population variance is unknown. There is no universal constant at which the sample size is generally considered large enough to justify use of the plug-in test.