俺的学习笔记

Sunday, November 25, 2018

Levene Test for Equality of Variances

Levene's test is used to test if k samples have equal variances. Equal variances across samples is called homogeneity of variance. Some statistical tests, for example the analysis of variance, assume that variances are equal across groups or samples. The Levene test can be used to verify that assumption.
Levene's test is an alternative to the Bartlett test. The Levene test is less sensitive than the Bartlett test to departures from normality. If you have strong evidence that your data do in fact come from a normal, or nearly normal, distribution, then Bartlett's test has better performance.
当不是正态分布时使用。中文叫Levene方差齐性检验

同样,计算也非常复杂,直接采用R来计算就很方便。
levene.test
https://www.itl.nist.gov/div898/handbook/eda/section3/eda35a.htm

Labels: , ,

0 Comments:

Post a Comment

<< Home