Analysis of Levene’s Test Under Design Imbalance

Tim K. Keyes and Martin S. Levy

Journal of Educational and Behavioral Statistics, 1997, vol. 22, issue 2, 227-236

Abstract: By means of three analyses, the operating characteristics of Levene‘s test of homoscedasticity in a 1 -way layout are shown to be systematically affected by design imbalance when the error terms are normal. We consider a formal general linear hypothesis analysis, an empirical analysis, and an analysis of expected mean squares, employing the heuristic justification for an ordinary ANOVA. We propose a simple correction involving leverage and analyze its effect, as well as that of another adjustment, on power and level.

Keywords: ANOVA; expected mean squares; heteroscedasticity; leverage; power; unbalanced designs (search for similar items in EconPapers)
Date: 1997
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Persistent link: https://EconPapers.repec.org/RePEc:sae:jedbes:v:22:y:1997:i:2:p:227-236

DOI: 10.3102/10769986022002227

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