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A generalized Levene's scale test for variance heterogeneity in the presence of sample correlation and group uncertainty

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  • David Soave
  • Lei Sun

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  • David Soave & Lei Sun, 2017. "A generalized Levene's scale test for variance heterogeneity in the presence of sample correlation and group uncertainty," Biometrics, The International Biometric Society, vol. 73(3), pages 960-971, September.
    • Handle: RePEc:bla:biomet:v:73:y:2017:i:3:p:960-971
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    References listed on IDEAS

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    1. Godfrey, Leslie G., 1996. "Some results on the Glejser and Koenker tests for heteroskedasticity," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 275-299.
    2. Lim, Tjen-Sien & Loh, Wei-Yin, 1996. "A comparison of tests of equality of variances," Computational Statistics & Data Analysis, Elsevier, vol. 22(3), pages 287-301, July.
    3. Machado, Jose A. F. & Silva, J. M. C. Santos, 2000. "Glejser's test revisited," Journal of Econometrics, Elsevier, vol. 97(1), pages 189-202, July.
    4. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
    5. Elif F. Acar & Lei Sun, 2013. "A Generalized Kruskal–Wallis Test Incorporating Group Uncertainty with Application to Genetic Association Studies," Biometrics, The International Biometric Society, vol. 69(2), pages 427-435, June.
    6. Tim K. Keyes & Martin S. Levy, 1997. "Analysis of Levene’s Test Under Design Imbalance," Journal of Educational and Behavioral Statistics, , vol. 22(2), pages 227-236, June.
    7. Im, Kyung So, 2000. "Robustifying Glejser test of heteroskedasticity," Journal of Econometrics, Elsevier, vol. 97(1), pages 179-188, July.
    8. A. Colin Cameron & Douglas L. Miller, 2015. "A Practitioner’s Guide to Cluster-Robust Inference," Journal of Human Resources, University of Wisconsin Press, vol. 50(2), pages 317-372.
    9. Carroll, Raymond J. & Schneider, Helmut, 1985. "A note on levene's tests for equality of variances," Statistics & Probability Letters, Elsevier, vol. 3(4), pages 191-194, July.
    10. Breusch, T S & Pagan, A R, 1979. "A Simple Test for Heteroscedasticity and Random Coefficient Variation," Econometrica, Econometric Society, vol. 47(5), pages 1287-1294, September.
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    2. Maj, Grzegorz & Krzaczek, Paweł & Stamirowska-Krzaczek, Ewa & Lipińska, Halina & Kornas, Rafał, 2019. "Assessment of energy and physicochemical biomass properties of selected forecrop plant species," Renewable Energy, Elsevier, vol. 143(C), pages 520-529.
    3. Lin Zhang & Lei Sun, 2022. "A generalized robust allele‐based genetic association test," Biometrics, The International Biometric Society, vol. 78(2), pages 487-498, June.

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