[R] Syntax of Levene's test

[John Fox]

Dear Paul,

Levene's test tests the null hypothesis that the variance are equal, so a
small p-value suggests that they are not. Looking at your output, it seems
odd that you have as many as 96 groups.

John

--------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox 
-------------------------------- 

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Paul Smith
> Sent: Wednesday, August 02, 2006 5:02 PM
> To: r-help at stat.math.ethz.ch
> Subject: Re: [R] Syntax of Levene's test
> 
> On 8/2/06, John Fox <jfox at mcmaster.ca> wrote:
> > The argument y is the response variable and group is a 
> factor defining 
> > groups (as ?levene.test says). If you have more than one 
> factor, then 
> > you can use interaction() to create from them a factor with levels 
> > given by the product set of the levels of the individual factors. 
> > Here's an example
> >
> > > library(car)
> > > data(Moore)
> > > attach(Moore)
> > > levene.test(conformity, interaction(fcategory, partner.status))
> > Levene's Test for Homogeneity of Variance
> >       Df F value Pr(>F)
> > group  5  1.4694 0.2219
> >       39
> > > levels(interaction(fcategory, partner.status))
> > [1] "high.high"   "low.high"    "medium.high" "high.low"    
> "low.low"
> > [6] "medium.low"
> > > levels(fcategory)
> > [1] "high"   "low"    "medium"
> > > levels(partner.status)
> > [1] "high" "low"
> >
> > I'll add a couple of examples to the help page.
> 
> Thanks, John. Now, I understand how to use levene.test. There 
> is only a question remaining: is the null hypothesis 
> corresponding to homogeneity of variances, i.e., should one 
> conclude that
> 
> Levene's Test for Homogeneity of Variance
>        Df F value    Pr(>F)
> group  95  3.5919 < 2.2e-16 ***
>       864
> 
> tell us that the hypothesis that the variances are equal is 
> (highly) significant?
> 
> Paul
> 
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