A bootstrap test for equality of variances

Dexter O. Cahoy

Computational Statistics & Data Analysis, 2010, vol. 54, issue 10, 2306-2316

Abstract: We introduce a bootstrap procedure to test the hypothesis Ho that K+1 variances are homogeneous. The procedure uses a variance-based statistic, and is derived from a normal-theory test for equality of variances. The test equivalently expressed the hypothesis as , where [eta]i's are log contrasts of the population variances. A box-type acceptance region is constructed to test the hypothesis Ho. Simulation results indicated that our method is generally superior to the Shoemaker and Levene tests, and the bootstrapped version of the Levene test in controlling the Type I and Type II errors.

Keywords: Homogeneity; of; variances; ANOVA; Dirichlet; distribution; Bootstrap (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (7)

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