A New Nonparametric Levene Test for Equal Variances
David W Nordstokke, B. Zumbo
2010.6.1Psicologica
tlooto Summary
A new nonparametric test of equality of variances is described and compared to current 'gold standard' method, the medianbased Levene test, in a computer simulation study, which shows that when sampling from either symmetric or skewed population distributions the non Parametric test has more statistical power.
Abstract
Tests of the equality of variances are sometimes used on their own to compare variability across groups of experimental or nonexperimental conditions but they are most often used alongside other methods to support assumptions made about variances. A new nonparametric test of equality of variances is described and compared to current 'gold standard' method, the medianbased Levene test, in a computer simulation study. The simulation results show that when sampling from either symmetric or skewed population distributions both the median based and nonparametric Levene tests maintain their nominal Type I error rate; however, when one is sampling from skewed population distributions the nonparametric test has more statistical power.
Citation format
NORDSTOKKE, David W; ZUMBO, B. A new nonparametric levene test for equal variances. Psicologica, 2010, 31: 401–430.