Theory & Methods: A Weighted Least Squares Approach to Levene's Test of Homogeneity of Variance
Theory & Methods: A Weighted Least Squares Approach to Levene's Test of Homogeneity of Variance
In 1960 Levene suggested a potentially robust test of homogeneity of variance based on an ordinary least squares analysis of variance of the absolute values of meanābased residuals. Levene's test has since been shown to have inflated levels of significance when based on the Fādistribution, and tests a hypothesis other ā¦