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Showing posts with label Levene's Test. Show all posts
Showing posts with label Levene's Test. Show all posts

Thursday, July 14, 2011

Levene's test for equality of variances

In an earlier post, I discussed about Bartlett's test for homogeneity of variances. But I found out that Bartlett's test is very sensitive to normality assumption. Even if the data is slightly non-normal, then it does not hold good. In that case Levene's test for equality of variances becomes the test of choice.

In R we can go for library(car) and then apply Levene's Test by using the following formula:
leveneTest(age~sex): in this e.g. sex is a categorical variable having male and female as two groups. This formula will test the null hypothesis that the variances of age in male and female groups are equal. If p is less than 0.05 then it means that the null hypothesis is rejected i.e. the variances are not equal in the two groups.