[R] Beginner: Homogenity of Variances

Spencer Graves spencer.graves at pdf.com
Sat Nov 1 16:50:02 CET 2003


      I don't see a way to use var.test without data vectors.  However, 
you could trick it as illustrated by the following: 

      SD1 <- SD2 <- N1 <- N2 <- 5
      var.test(SD1*rnorm(N1), SD2*rnorm(N2))

      For more than two variances, you could use bartlett.test 
similarly.  However, Bartlett's test, and presumably also var.test, is 
highly sensitive to non-normality.  I don't have a citation, but I 
remember hearing George Box say that Bartlett's test is almost a better 
test of non-normality than of inhomogeneity of variance.  If you needed 
a citation for that, I would look first at various papers and book 
sections discussing robustness and Bartlett's test, especially in the 
index of Box on Quality and Discovery (Wiley, 2000) or his earlier 
collected works volumes. 

      This may answer to "independent samples" question.  However, we 
would need to know more about the nature of the dependence to answer the 
dependent samples question, and a sensible answer to the latter may 
require untenable assumptions. 

      hope this helps.  spencer graves

Markus Koesters wrote:

>Hello,
>
>for my meta-analysis I try to test if two varainces are equal without 
>using the raw scores. I have is the SD's, N's and the Means.
>I want to test the variances from dependent and independend 
>samples.
>I assume I can use the var.test procedure for the independent 
>samples, but what about the dependent samples ? Has anyone an 
>idea how to realise this with R ?
>Thanks in advance
>
>Markus
>
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