Two non-parametric, analysis-of-means-type tests for homogeneity of variances

Peter Wludyka

Journal of Applied Statistics, 1999, vol. 26, issue 2, 243-256

Abstract: After a brief review of the literature, two non-parametric tests for homogeneity of variances are presented. The first test is based on the analysis of means for ranks, which is a non-parametric version of the analysis of means (ANOM) that uses ranks as input for an ANOM test. The second test uses inverse normal scores of the ranks of scale transformations of the observations as input to the ANOM. Both homogeneity of variances tests can be presented in a graphical form, which makes it easy for practitioners to assess the practical and the statistical significance. A Monte Carlo study is used to show that these tests have power comparable with that of well-known robust tests for homogeneity of variances.

Date: 1999
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DOI: 10.1080/02664769922584

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