An empirical comparison of theZ-variance and Box-Scheffé tests for homogeneity of variance
- 85 Downloads
This brief report provides a comparison of theZ-variance and Box-Scheffé tests for homogeneity of variance. Both procedures are relatively simple to perform and both may be readily utilized in complex, multifactor designs. TheZ-variance test is not robust against non-normality; the Box-Scheffé test is robust against non-normality but is not nearly as powerful as theZ-variance test.
KeywordsPublic Policy Statistical Theory Empirical Comparison Multifactor Design
Unable to display preview. Download preview PDF.
- Bartlett, M. S. Properties of sufficiency and statistical tests.Proceedings of the Royal Society of London, Series A, 1937,160, 268–282.Google Scholar
- Bartlett, M. S., & Kendall, D. G. The statistical analysis of variance heterogeneity and the logarithmic transformation.Journal of the Royal Statistical Society, Series B, 1946,8, 128–138.Google Scholar
- Box, G. E. P. A general distribution theory for a class of likelihood criteria.Biometrika, 1949,36, 317–346.Google Scholar
- Box, G. E. P. Non-normality and tests on variance.Biometrika, 1953,40, 318–335.Google Scholar
- Fisher, R. A., & Yates, F.Statistical tables for biological agricultural and medical research. New York: Hafner, 1963.Google Scholar
- Layard, M. W. J. Robust large-sample tests for homogeneity of variances.Journal of the American Statistical Association, 1973,68, 195–198.Google Scholar
- Levene, H. Robust tests for equality of variances. In I. Olkinet al. (Eds.),Contributions to probability and statistics. Stanford: Stanford University Press, 1960, 1960, 278–292.Google Scholar
- Miller, R. J., Jr. Jackknifing variances.Annals of Mathematical Statistics, 1968,39, 567–582.Google Scholar
- Overall, J. E., & Woodward, J. A. A simple test for heterogeneity of variance in complex factorial designs.Psychometrika, 1974,39, 311–318.Google Scholar
- Scheffé, H.The analysis of variance. New York: Wiley, 1959.Google Scholar