[R] Brown-Forsythe test of equality of MEANS

JRG loesljrg at verizon.net
Mon Aug 30 22:45:50 CEST 2010


On 30 Aug 2010 at 13:25, Bert Gunter wrote:

> Inline below.
> 
> -- Bert

Wrong.  There *is* a Brown-Forsythe test of equality of means given heterogeneity of variance.  
[Kirk's experimental design tst, 3rd Ed. p. 155 describes the test.]

---JRG

John R. Gleason

> 
> On Mon, Aug 30, 2010 at 1:05 PM, Iasonas Lamprianou <lamprianou at yahoo.com>wrote:
> 
> >
> > Dear friends,
> > two years ago (as I found on the web) Paul sent the following message but I
> > was not able to find if he got an answer. Today I have the same question and
> > it would be great if I could find out that this test has been implemented
> > (somehow) in R. Please do not confuse it with the Brown-Forsythe test of
> > equality of variances. Thank you:
> >
> > I've been searching around for a function for computing the Brown-Forsythe
> > F* statistic which is a substitute for the normal ANOVA F statistic for when
> > there are unequal variances, and when there is evidence of non-normality.
> 
> 
> False, I think, as I'm not entirely clear on your meaning. Brown-Fosythe is
> a test for the equality of spreads among groups. From Wikipedia:
> 
> 
> The transformed response variable is constructed to measure the
> spread<http://en.wikipedia.org/wiki/Statistical_dispersion>in each
> group. Let
>  [image: z_{ij}=\left\vert y_{ij} - \tilde{y}_j \right\vert]
> 
> where [image: \tilde{y}_j] is the
> median<http://en.wikipedia.org/wiki/Median>of group
> *j*. The Brown-Forsythe test statistic is the model *F* statistic from a one
> way ANOVA on *zij*:
> 
> In particular, it is NOT " a substitute for the normal ANOVA F statistic for
> when there are unequal variances, and when there is evidence of
> non-normality."
> 
> --
> 
> Bert Gunter
> 
> Genentech Noclinical Statistics
> 
> 	[[alternative HTML version deleted]]
> 
>



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