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

Philip Pallmann (pallmann@biostat.uni-hannover.de), Ludwig Hothorn (hothorn@biostat.uni-hannover.de) and Gemechis Djira (gemechis.djira@sdstate.edu)

Computational Statistics, 2014, vol. 29, issue 6, 1593-1608

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. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Levene residuals; Heterogeneous variances; Trend test; Multiple contrasts; Order-restricted inference (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s00180-014-0508-z

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