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Analysis of Levene’s Test Under Design Imbalance

Author

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  • Tim K. Keyes
  • Martin S. Levy

Abstract

By means of three analyses, the operating characteristics of Levene‘s test of homoscedasticity in a 1 -way layout are shown to be systematically affected by design imbalance when the error terms are normal. We consider a formal general linear hypothesis analysis, an empirical analysis, and an analysis of expected mean squares, employing the heuristic justification for an ordinary ANOVA. We propose a simple correction involving leverage and analyze its effect, as well as that of another adjustment, on power and level.

Suggested Citation

  • 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.
    • Handle: RePEc:sae:jedbes:v:22:y:1997:i:2:p:227-236
    DOI: 10.3102/10769986022002227
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    Cited by:

    1. 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.
    2. Michael E. O'Neill & Ky L. Mathews, 2002. "Levene Tests of Homogeneity of Variance for General Block and Treatment Designs," Biometrics, The International Biometric Society, vol. 58(1), pages 216-224, March.

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