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Fixing the F Test for Equal Variances
Lewis H. Shoemaker
The American Statistician
Vol. 57, No. 2 (May, 2003), pp. 105-114
Stable URL: http://www.jstor.org/stable/30037243
Page Count: 10
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Two adjustments to the F test for variances are introduced that ameliorate the poor robustness properties of the test. A comparison of these adjustments to the classical F test, Levene/Brown-Forsythe's test, and squared ranks test demonstrates a substantial improvement for various sample sizes and distributions. One of the adjustments is extended to testing homogeneous variances in multiple samples and comparisons are made to Levene's, squared ranks, and Bartlett's tests for equal variability.
The American Statistician © 2003 American Statistical Association