Abstract
Robustness properties of three equality of variances tests, the jackknife procedure, the k-sample Box-Andersen test, and Levene’s z test, were investigated and compared in a Monte Carlo study employing small samples from underlying gamma distributions and gamma mixtures. Overall, the jackknife test yielded rejection proportions usually closer to nominal levels under departures from normality, but the Box-Andersen test performed relatively well when departures from normality were not extreme. Four recommendations regarding testing variances were offered.
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The authors gratefully acknowledge computer services provided by the University of Kansas Computer Center
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Church, J.D., Wike, E.L. The robustness of homogeneity of variance tests for asymmetric distributions: A Monte Carlo study. Bull. Psychon. Soc. 7, 417–420 (1976). https://doi.org/10.3758/BF03337234
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DOI: https://doi.org/10.3758/BF03337234