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

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  • Philip Pallmann
  • Ludwig Hothorn
  • Gemechis Djira

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

Suggested Citation

  • Philip Pallmann & Ludwig Hothorn & Gemechis Djira, 2014. "A Levene-type test of homogeneity of variances against ordered alternatives," Computational Statistics, Springer, vol. 29(6), pages 1593-1608, December.
    • Handle: RePEc:spr:compst:v:29:y:2014:i:6:p:1593-1608
    DOI: 10.1007/s00180-014-0508-z
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    References listed on IDEAS

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    7. Kimihiro Noguchi & Yulia Gel, 2010. "Combination of Levene-type tests and a finite-intersection method for testing equality of variances against ordered alternatives," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(7), pages 897-913.
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    Cited by:

    1. Philip Pallmann & Ludwig A. Hothorn, 2016. "Analysis of means: a generalized approach using R," Journal of Applied Statistics, Taylor & Francis Journals, vol. 43(8), pages 1541-1560, June.

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