Pairwise comparisons for Levene-style variability parameters

The simplest way to test for equality of scale in one-way data is to use the analysis of variance applied to absolute deviations from sample medians in place of the original data. This approach started by Levene (1960, using means instead of medians), appears in most statistical packages and is quit...

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Bibliographic Details
Published inCommunications in statistics. Simulation and computation Vol. 52; no. 4; pp. 1562 - 1576
Main Authors Boos, Dennis D., Duan, Kaiyuan, Liu, Xiaoni
Format Journal Article
LanguageEnglish
Published Philadelphia Taylor & Francis 03.04.2023
Taylor & Francis Ltd
Subjects
Absolute deviations
Closed Method
Confidence intervals
Deviation
Heterogeneity
Multiple comparisons
Statistical analysis
Tests of scale
Variance analysis
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Summary:The simplest way to test for equality of scale in one-way data is to use the analysis of variance applied to absolute deviations from sample medians in place of the original data. This approach started by Levene (1960, using means instead of medians), appears in most statistical packages and is quite powerful for detecting heterogeneity of scale. However, researchers often want to know where the differences lie and some measure of effect for those differences. Here, the Closed Method of pairwise comparisons combined with F statistics on the absolute deviations is shown to be an excellent method for detecting differences. In addition, the Bonferroni method is combined with pairwise t-statistics to construct confidence intervals for pairwise differences in scale.
ISSN:0361-0918
1532-4141
DOI:10.1080/03610918.2021.1887230