[R] Levene's test

[Murray Jorgensen]

At 09:02 PM 01-09-00 , Prof Brian Ripley wrote:
....
>> From: Peter Dalgaard BSA <p.dalgaard at biostat.ku.dk>
>> Cough. Is that really the calculation of the P value in Levene's test?
>> Just close your eyes an pretend that F is F distributed? Not that I
>> don't believe that it might be the case, I just sort of expected that
>> something more elaborate was required.
>
>This isn't really Levene's test, and I was making no claims as to validity,
>just demonstrating how to do a calculation.  However, the entry
>in the Encyclopedia of Statistical Sciences does say that's what done
>for the original form, and appears to say the same for the Brown-Forysthe
>median form, so I guess this was what Murray had in mind.
>

This was indeed what I had in mind, and yes my source was the same
encyclopedia, though I havn't read the Brown-Forsyth article. John Maindonald
pointed out to me in an email that library(ctest) of the base distribution has
the Fligner-Killeen test. I vaguely wondered if the tests might be equivalent.

However:

> fligner.test(breaks, tension)

         Fligner-Killeen test for homogeneity of variances 

data:  breaks and tension 
Fligner-Killeen:med chi-square = 4.3178, df = 2, p-value = 0.1155 

(Though they still could be equivalent and just the naive use of the F
distribution yielding wrong p-values for the Levene test)

Anyway, I can go and read the papers. The point is that Brian has solved my
problem of how to do what I understood to be the Levene/Brown/Forsyth test
reasonably elegantly in R.

Thanks to all,

Murray


Dr Murray Jorgensen       http://www.stats.waikato.ac.nz/Staff/maj.html 
Department of Statistics, University of Waikato, Hamilton, New Zealand 
*Applications Editor, Australian and New Zealand Journal of Statistics* 
maj at waikato.ac.nz Phone +64-7 838 4773 home phone 856 6705 Fax 838 4155

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