Hello R community,
I am looking for a robust test for equality of variances that can take
observation weights.
I realize I can do the F-test with weighted variances, but I've read that
this test is not very robust.
So I thought about maybe adding a "weights" argument to John Fox's code for
the Levene Test (in the "car" library, "levene.test"),
substituting his "median" function for a " weighted.mean" and also including
the observation weights in his "lm" run--
after all, Levene's original test used the mean, not the median.
I asked John about it and he doesn't know what the properties of this
weighted Levene test would be.
Does anyone have any thoughts or suggestions, or know of a robust weighted
hypothesis test for equality of variances?
Thank you in advance for any advice you can provide,
Alexis Diamond
[EMAIL PROTECTED]
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