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A comparison of tests for homoscedasticity using simulation and empirical data.
- Source :
- Communications for Statistical Applications & Methods; Jan2024, Vol. 31 Issue 1, p1-35, 35p
- Publication Year :
- 2024
-
Abstract
- The assumption of homoscedasticity is one of the most crucial assumptions for many parametric tests used in the biological sciences. The aim of this paper is to compare the empirical probability of type I error and the power of ten parametric and two non-parametric tests for homoscedasticity with simulations under different types of distributions, number of groups, number of samples per group, variance ratio and significance levels, as well as through empirical data from an agricultural experiment. According to the findings of the simulation study, when there is no violation of the assumption of normality and the groups have equal variances and equal number of samples, the Bhandary-Dai, Cochran’s C, Hartley’s Fmax, Levene (trimmed mean) and Bartlett tests are considered robust. The Levene (absolute and square deviations) tests show a high probability of type I error in a small number of samples, which increases as the number of groups rises. When data groups display a nonnormal distribution, researchers should utilize the Levene (trimmed mean), O’Brien and Brown-Forsythe tests. On the other hand, if the assumption of normality is not violated but diagnostic plots indicate unequal variances between groups, researchers are advised to use the Bartlett, Z-variance, Bhandary-Dai and Levene (trimmed mean) tests. Assessing the tests being considered, the test that stands out as the most well-rounded choice is the Levene’s test (trimmed mean), which provides satisfactory type I error control and relatively high power. According to the findings of the study and for the scenarios considered, the two non-parametric tests are not recommended. In conclusion, it is suggested to initially check for normality and consider the number of samples per group before choosing the most appropriate test for homoscedasticity. [ABSTRACT FROM AUTHOR]
- Subjects :
- HOMOSCEDASTICITY
FALSE positive error
LIFE sciences
Subjects
Details
- Language :
- English
- ISSN :
- 22877843
- Volume :
- 31
- Issue :
- 1
- Database :
- Complementary Index
- Journal :
- Communications for Statistical Applications & Methods
- Publication Type :
- Academic Journal
- Accession number :
- 175219434
- Full Text :
- https://doi.org/10.29220/CSAM.2024.31.1.001