[R] seeking robust test for equality of variances w/ observationweights

Berton Gunter gunter.berton at gene.com
Fri Jul 21 19:35:45 CEST 2006


You can always bootstrap any robust spread measure (e.g. mad or higher
efficiency versions from robustbase or other packages).

-- Bert Gunter
Genentech Non-Clinical Statistics
South San Francisco, CA
 
"The business of the statistician is to catalyze the scientific learning
process."  - George E. P. Box
 
 

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Alexis Diamond
> Sent: Friday, July 21, 2006 9:56 AM
> To: r-help at stat.math.ethz.ch
> Subject: [R] seeking robust test for equality of variances w/ 
> observationweights
> 
> Hello R community,
> 
> I am looking for a robust test for equality of variances that can take
> observation weights.
> I realize I can do the F-test with weighted variances, but 
> I've read that
> this test is not very robust.
> 
> So I thought about maybe adding a "weights" argument to John 
> Fox's code for
> the Levene Test (in the "car" library, "levene.test"),
> substituting his "median" function for a " weighted.mean" and 
> also including
> the observation weights in his "lm" run--
> after all, Levene's original test used the mean, not the median.
> 
> I asked John about it and he doesn't know what the properties of this
> weighted Levene test would be.
> Does anyone have any thoughts or suggestions, or know of a 
> robust weighted
> hypothesis test for equality of variances?
> 
> Thank you in advance for any advice you can provide,
> 
> Alexis Diamond
> adiamond at fas.harvard.edu
> 
> 	[[alternative HTML version deleted]]
> 
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