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Statistical test used to assess whether the variance differs across a number of groups. This test is sometimes used to justify the assumption of homogeneity of variance when using ANOVA or $t$-tests.
1
vote
Can a Levene's test be conducted with only summary statistics?
I don't think that's really possible. Levene's test is a $t$-test (ANOVA for >2 groups) of the absolute values of the deviations of the data from the mean (median for the Brown-Forsythe variant). Th …
3
votes
Accepted
Levene's test assumptions
Levene's test is just a $t$-test of the absolute values of the deviations of the data from their group means. (If you have more than 2 groups, you use the ANOVA; you can also use Brown-Forsythe vers …
10
votes
Bartlett's test vs Levene's test
Probably neither. It would be better to look at your data and see how bad the violations are. Linear models (e.g., ANOVA) are fairly robust to minor violations when the group $n$s are equal. A rule …
5
votes
Accepted
Is an F-test for equality of variance appropriate for a very large dataset?
A-priori, I find it highly implausible that the variances would be exactly equal (meaning that the null hypothesis should not be rejected, even with very high $n$ as you have here). As a result, I do …