Inline below.

-- Bert

On Mon, Aug 30, 2010 at 1:05 PM, Iasonas Lamprianou <lamprianou@yahoo.com>wrote:

>
> Dear friends,
> two years ago (as I found on the web) Paul sent the following message but I
> was not able to find if he got an answer. Today I have the same question and
> it would be great if I could find out that this test has been implemented
> (somehow) in R. Please do not confuse it with the Brown-Forsythe test of
> equality of variances. Thank you:
>
> I've been searching around for a function for computing the Brown-Forsythe
> F* statistic which is a substitute for the normal ANOVA F statistic for when
> there are unequal variances, and when there is evidence of non-normality.


False, I think, as I'm not entirely clear on your meaning. Brown-Fosythe is
a test for the equality of spreads among groups. From Wikipedia:


The transformed response variable is constructed to measure the
spread<http://en.wikipedia.org/wiki/Statistical_dispersion>in each
group. Let
 [image: z_{ij}=\left\vert y_{ij} - \tilde{y}_j \right\vert]

where [image: \tilde{y}_j] is the
median<http://en.wikipedia.org/wiki/Median>of group
*j*. The Brown–Forsythe test statistic is the model *F* statistic from a one
way ANOVA on *zij*:

In particular, it is NOT " a substitute for the normal ANOVA F statistic for
when there are unequal variances, and when there is evidence of
non-normality."

--

Bert Gunter

Genentech Noclinical Statistics

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