[R] Levene's test
Prof Brian D Ripley
ripley at stats.ox.ac.uk
Fri Sep 1 08:03:06 CEST 2000
On Fri, 1 Sep 2000, Murray Jorgensen wrote:
> I'm teaching one-way anova at the moment and throwing in a few snippets of
> R on the way. I'd like to present a modified version of Levene's test for
> homogeneity of variance between groups and give some R code for it.
> The test that I was thinking of basically does an anova on a modified
> response variable that is the absolute value of the difference between an
> observation and the median of its group (more robust than Levene's original
> choice, the mean).
> A colleague has suggested an approach involving the functions
> ord() split() sapply() as.vector() rep()
> which I have not quite got working yet. Even if I do get it working it
> seems to make fairly heavy weather of would I would have thought was a
> simple enough transformation. I'd like something that I could show my
> students without discouraging them!
> Suggestions gratefully received!
Is this the sort of thing you want?
Levene <- function(y, group)
group <- as.factor(group) # precautionary
meds <- tapply(y, group, median)
resp <- abs(y - meds[group])
anova(lm(resp ~ group))[1, 4:5]
> Levene(breaks, tension)
F value Pr(>F)
group 2.818 0.06905
I could (and probably would) dress it up with a formula interface,
but that would obscure the simplicity of the calculation.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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