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The behaviour of the modified Levene’s test when data are not normally distributed

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Abstract

This is a simulation study that analyzes the robustness properties of tests for equality of variances in terms of both, Type I error rate and power. The well-known Levene’s and Bartlett’s tests, along with different modifications proposed for Levene’s test with and without bootstrapping are examined. Without bootstrapping, some of the modifications may produce better homogeneity tests. Bootstrapping Levene’s test based on the median and this test simultaneously modified by Keyes–Levy’s adjustment and Satterthwaite’s correction are always robust for the significance level under any kind of distribution and combination of sample sizes. None of the tests examined provides protection against extreme values in symmetric distributions.

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Authors and Affiliations

  1. Department of Quantitative Methods for Economics and Business, Economics and Business School, University of Murcia, Campus de Espinardo, 30100, Murcia, Spain

    Isabel Parra-Frutos

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  1. Isabel Parra-Frutos
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Correspondence to Isabel Parra-Frutos.

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Parra-Frutos, I. The behaviour of the modified Levene’s test when data are not normally distributed. Comput Stat 24, 671–693 (2009). https://doi.org/10.1007/s00180-009-0154-z

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  • DOI: https://doi.org/10.1007/s00180-009-0154-z

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