On Sun, 19 Dec 2004, JRG wrote:
On 20 Dec 2004 at 1:11, Peter Dalgaard wrote:Yes... If you use the test as a preliminary to an ANOVA, which largelydepends 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.
Yes, but that is the level under the strong null of equality of distributions, not under the null hypothesis that variances are equal (for possibly non-equal distributions). Peter's point (and perhaps Ted's earlier point) is that the equal mean absolute deviation from the median is not the same as equal variance so a test can't possibly be valid for both.
-thomas
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