IDEAS home Printed from https://ideas.repec.org/a/bla/biomet/v73y2017i3p960-971.html
   My bibliography  Save this article

A generalized Levene's scale test for variance heterogeneity in the presence of sample correlation and group uncertainty

Author

Listed:
  • David Soave
  • Lei Sun

Abstract

No abstract is available for this item.

Suggested Citation

  • David Soave & Lei Sun, 2017. "A generalized Levene's scale test for variance heterogeneity in the presence of sample correlation and group uncertainty," Biometrics, The International Biometric Society, vol. 73(3), pages 960-971, September.
    • Handle: RePEc:bla:biomet:v:73:y:2017:i:3:p:960-971
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1111/biom.12651
    Download Restriction: Access to full text is restricted to subscribers.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Lim, Tjen-Sien & Loh, Wei-Yin, 1996. "A comparison of tests of equality of variances," Computational Statistics & Data Analysis, Elsevier, vol. 22(3), pages 287-301, July.
    2. Machado, Jose A. F. & Silva, J. M. C. Santos, 2000. "Glejser's test revisited," Journal of Econometrics, Elsevier, vol. 97(1), pages 189-202, July.
    3. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
    4. Im, Kyung So, 2000. "Robustifying Glejser test of heteroskedasticity," Journal of Econometrics, Elsevier, vol. 97(1), pages 179-188, July.
    5. Carroll, Raymond J. & Schneider, Helmut, 1985. "A note on levene's tests for equality of variances," Statistics & Probability Letters, Elsevier, vol. 3(4), pages 191-194, July.
    6. Breusch, T S & Pagan, A R, 1979. "A Simple Test for Heteroscedasticity and Random Coefficient Variation," Econometrica, Econometric Society, vol. 47(5), pages 1287-1294, September.
    7. Godfrey, Leslie G., 1996. "Some results on the Glejser and Koenker tests for heteroskedasticity," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 275-299.
    8. Elif F. Acar & Lei Sun, 2013. "A Generalized Kruskal–Wallis Test Incorporating Group Uncertainty with Application to Genetic Association Studies," Biometrics, The International Biometric Society, vol. 69(2), pages 427-435, June.
    9. Tim K. Keyes & Martin S. Levy, 1997. "Analysis of Levene’s Test Under Design Imbalance," Journal of Educational and Behavioral Statistics, , vol. 22(2), pages 227-236, June.
    10. A. Colin Cameron & Douglas L. Miller, 2015. "A Practitioner’s Guide to Cluster-Robust Inference," Journal of Human Resources, University of Wisconsin Press, vol. 50(2), pages 317-372.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Lin Zhang & Lei Sun, 2022. "A generalized robust allele‐based genetic association test," Biometrics, The International Biometric Society, vol. 78(2), pages 487-498, June.
    2. Zhao Xu & Weijie Pan & Yukang Hou & Kailun He & Jian Lv, 2022. "A Decision Tree Model for Analysis and Judgment of Lower Limb Movement Comfort Level," IJERPH, MDPI, vol. 19(11), pages 1-21, May.
    3. Maj, Grzegorz & Krzaczek, Paweł & Stamirowska-Krzaczek, Ewa & Lipińska, Halina & Kornas, Rafał, 2019. "Assessment of energy and physicochemical biomass properties of selected forecrop plant species," Renewable Energy, Elsevier, vol. 143(C), pages 520-529.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Machado, Jose A. F. & Silva, J. M. C. Santos, 2000. "Glejser's test revisited," Journal of Econometrics, Elsevier, vol. 97(1), pages 189-202, July.
    2. Vanessa Berenguer Rico & Ines Wilms, 2018. "White heteroscedasticty testing after outlier removal," Economics Series Working Papers 853, University of Oxford, Department of Economics.
    3. José Murteira & Esmeralda Ramalho & Joaquim Ramalho, 2011. "Heteroskedasticity Testing Through Comparison of Wald-Type Statistics," GEMF Working Papers 2011-05, GEMF, Faculty of Economics, University of Coimbra.
    4. Dufour, Jean-Marie & Khalaf, Lynda & Bernard, Jean-Thomas & Genest, Ian, 2004. "Simulation-based finite-sample tests for heteroskedasticity and ARCH effects," Journal of Econometrics, Elsevier, vol. 122(2), pages 317-347, October.
    5. Li, Zhaoyuan & Yao, Jianfeng, 2019. "Testing for heteroscedasticity in high-dimensional regressions," Econometrics and Statistics, Elsevier, vol. 9(C), pages 122-139.
    6. José Murteira & Esmeralda Ramalho & Joaquim Ramalho, 2013. "Heteroskedasticity testing through a comparison of Wald statistics," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 12(2), pages 131-160, August.
    7. Natalie Schock & Lieny Jeon, 2021. "ECE Program Supports and Teacher-Perceived Support from Families: Are They Connected?," Social Sciences, MDPI, vol. 10(10), pages 1-22, September.
    8. Dastoor, Naorayex K., 1997. "Testing for conditional heteroskedasticity with misspecified alternative hypotheses," Journal of Econometrics, Elsevier, vol. 82(1), pages 63-80.
    9. Jongmoo Jay Choi & Hoje Jo & Jimi Kim & Moo Sung Kim, 2018. "Business Groups and Corporate Social Responsibility," Journal of Business Ethics, Springer, vol. 153(4), pages 931-954, December.
    10. Jean-Paul Azam & Catherine Bonjean, 1995. "La formation du prix du riz : théorie et application au cas d'Antananarivo (Madagascar) ," Revue Économique, Programme National Persée, vol. 46(4), pages 1145-1166.
    11. Anjum, Zeba & Burke, Paul J. & Gerlagh, Reyer & Stern, David I., "undated". "Modeling the Emissions-Income Relationship Using Long-Run Growth Rates," Working Papers 249422, Australian National University, Centre for Climate Economics & Policy.
    12. Tsimpanos, Apostolos & Tsimbos, Cleon & Kalogirou, Stamatis, 2018. "Assessing spatial variation and heterogeneity of fertility in Greece at local authority level," MPRA Paper 100406, University Library of Munich, Germany.
    13. Ryan C. Erps & Kimihiro Noguchi, 2020. "A Robust Test for Checking the Homogeneity of Variability Measures and Its Application to the Analysis of Implicit Attitudes," Journal of Educational and Behavioral Statistics, , vol. 45(4), pages 403-425, August.
    14. Caldara, Dario & Iacoviello, Matteo & Molligo, Patrick & Prestipino, Andrea & Raffo, Andrea, 2020. "The economic effects of trade policy uncertainty," Journal of Monetary Economics, Elsevier, vol. 109(C), pages 38-59.
    15. Joanne S. Muller & Nicole Hiekel & Aart C. Liefbroer, 2020. "The Long-Term Costs of Family Trajectories: Women’s Later-Life Employment and Earnings Across Europe," Demography, Springer;Population Association of America (PAA), vol. 57(3), pages 1007-1034, June.
    16. Marijke Verpoorten & Lode Berlage, 2004. "Genocide and land scarcity: Can Rwandan rural households manage?," CSAE Working Paper Series 2004-15, Centre for the Study of African Economies, University of Oxford.
    17. Katarzyna Jabłońska, 2018. "Dealing With Heteroskedasticity Within The Modeling Of The Quality Of Life Of Older People," Statistics in Transition New Series, Polish Statistical Association, vol. 19(3), pages 423-452, September.
    18. Michael O'Connor Keefe & David Gallagher, 2014. "Does the effect of revealed private information on initial public offering (IPO) first trading day return differ by IPO market heat?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 54(3), pages 921-964, September.
    19. Guilhem Bascle, 2008. "Controlling for endogeneity with instrumental variables in strategic management research," Post-Print hal-00576795, HAL.
    20. Richard H. Spady & Sami Stouli, 2018. "Simultaneous Mean-Variance Regression," Bristol Economics Discussion Papers 18/697, School of Economics, University of Bristol, UK.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:biomet:v:73:y:2017:i:3:p:960-971. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0006-341X .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.