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

Pallmann, Philip, Hothorn, Ludwig A. and Djira, Gemechis D. 2014. A Levene-type test of homogeneity of several variances against ordered alternatives. Computational Statistics 29 , pp. 1593-1608. 10.1007/s00180-014-0508-z

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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.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Medicine
Centre for Trials Research (CNTRR)
Publisher: Springer Verlag (Germany)
ISSN: 0943-4062
Date of Acceptance: 21 May 2014
Last Modified: 15 Jul 2020 10:30
URI: http://orca.cf.ac.uk/id/eprint/133213

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