On 20 Dec 2004 at 1:11, Peter Dalgaard wrote: > (Ted Harding) <[EMAIL PROTECTED]> writes: > > > For non-normal data, there's something of a question as to > > what is meant (or, perhaps more accurately, what is intended > > to be meant) by homogeneity of variance, as a test preliminary > > to an analysis of variance. > > Yes... If you use the test as a preliminary to an ANOVA, which largely > depends on second order properties, I think it is reasonable to assume > that you really mean to compare the variances. It's always been a > mystery to me why SPSS prefers the Levene test, which tests whether > the mean absolute deviation is identical, which is a pretty obviously > not the same thing, unless you assume something like the distributions > being scaled versions of eachother.
I don't use SPSS, but "Levene's test" is often taken to mean "an ANOVA on absolute deviations from cell medians". Carroll & Schneider (1985) show that such a test has the correct asymptotic level, and that it works pretty well as a test of equality of scale for non-normal distributions. They also show that the same test but with residuals taken from cell means rather than medians has the correct asymptotic level only if the populations are symmetric. I don't know which version SPSS has implemented. Carroll, R. J., & Schneider, H. (1985). A note on Levene's tests for equality of variances. Statistics & Probability Letters, 3, 191--194. ---JRG John R. Gleason Syracuse University 430 Huntington Hall Voice: 315-443-3107 Syracuse, NY 13244-2340 USA FAX: 315-443-4085 PGP public key at keyservers ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
