Some modifications of levene's test of variance homogeneity

Abstract

Various modifications of Levene's test of homogeneity of variance are proposed and evaluated, including the use of (i) Satterthwaite's method for correcting degrees of freedom, (ii) data-based power transformations, and (iii) computer simulation. Satterthwaite's correction is shown to be effective in controlling the slightly liberal behaviour of Levene's test in small samples. The use of power transformation turns out to make the test extremely liberal and is not recommended. Modifications which employ computer simulation are exact under normality, and one version, at least, is asymptotically robust of nonnormality. They also posses excellent small-sample properties.

Keywords:

• Analysis of Variance
• Computer Simulation
• Power Transformations
• Satterthwaite's Method