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Computational Statistics

, Volume 29, Issue 6, pp 1593–1608 | Cite as

A Levene-type test of homogeneity of variances against ordered alternatives

  • Philip PallmannEmail author
  • Ludwig A. Hothorn
  • Gemechis D. Djira
Original Paper

Abstract

Investigations focusing on differences in scale parameters across multiple samples appear in various scientific fields, e.g., when assessing measurement precision. In such cases a natural order of groups often suggests itself, which can be exploited by tests involving ordered alternatives. We propose multiple contrast tests with order-restriction based on robust Levene residuals as a powerful approach to detect scale differences between several groups. The proposed method is applied to a real data set and also extensive simulation is conducted to assess power and robustness against non-normality.

Keywords

Levene residuals Heterogeneous variances Trend test  Multiple contrasts Order-restricted inference 

Supplementary material

180_2014_508_MOESM1_ESM.r (2 kb)
Supplementary material 1 (R 2 KB)

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Copyright information

© Springer-Verlag Berlin Heidelberg 2014

Authors and Affiliations

  • Philip Pallmann
    • 1
    Email author
  • Ludwig A. Hothorn
    • 1
  • Gemechis D. Djira
    • 2
  1. 1.Institute of BiostatisticsLeibniz University HannoverHannoverGermany
  2. 2.Department of Mathematics and StatisticsSouth Dakota State UniversityBrookingsUSA

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