LEVENESTEST (DataRange,ConfidenceLevel,NewTableFlag)
- Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle DataRange}
is the set of values for the test.
- Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle ConfidenceLevel}
is the value from 0 to 1.
is either TRUE or FALSE. TRUE for getting results in a new cube. FALSE will display results in the same cube.
Description
- This function used to test the Homogeneity of variances.
- Levene's test is used to test the Samples have equal variances.
- Equal variances across samples is called homogeneity of variance or homoscedasticity.
- To do the Levenes test we need the following assumptions:
1.The Samples from the populations are independent of one another.
2. The population under consideration are Normally Distributed.
- For three or more variables the following statistical tests for homogeneity of variances are commonly used:
1.Levene's Test.
2.Bartlett Test.
- Levene's test is an alternative to the Bartlett test.
- If the data surely is of normally distributed or nearly to normally distributed then we can use the Bartlett test.
- The Levene's test is defined as
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle H_0 = \sigma_1^2 = \sigma_2^2=...... = \sigma_t^2}
.
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle H_1}
=Not all of the variances are equal.
- Normally there are three versions of the Levenes test.
- There are
- 1.Use of Mean.
- 2.Use of Median.
- 3.Use of 10% of Trimmed Mean.
- The Levene test statistic is:
Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle W=\frac{(N-k)\sum_{i=1}^k N_i(Z_i-Z)^2}{(k-1)\sum_{i=1}^k \sum_{i=1}^k \sum_{j=1}^{N_i} (Z_{ij}-Z_i)^2}}
.
- where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle W}
is the result of the test.
- Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle k}
is the number of different groups to which the sampled cases belong.
- Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle N}
is the total number of cases in all groups.
- Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle N_i}
is the number of cases in the
group.
- Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle Y_{ij} is the value of the measured variable for the <math>j^{th}}
case from the Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle i^{th}}
group.
- Zij is satisfying the one of the following conditions:
- 1.Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle z_{ij}=|y_{ij}-\bar{y_i}|}
,Where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \bar{y_i}}
is the Mean of the Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle i^{th}}
subgroup.
- 2.Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle z_{ij}=|y_{ij}-\bar{y_i}|}
,Where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \bar{y_i}}
is the Median of the Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle i^{th}}
subgroup
- 3.Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle z_{ij}=|y_{ij}-\bar{y_i}|}
,Where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \bar{y_i}}
is the 10%Trimmed Mean of the Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle i^{th}}
subgroup.
- Levene's Testing Procedure:
- 1. checking the assumptions.
- 2.State the Null(H0) and alternative(H1) hypothesis.
- 3.Decide on the Significance level (α).
- 4.Finding the Critical value and Rejection Region.Here Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle df_1=t-1}
,Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle df_2=N-t}
.
- 5.Compute the Levenes statistic using the formula.
- 6.Then decision of the value of the test statistic,W is falls in the rejection region or if p-value ≤ α, then reject Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle H_0}
.Otherwise, fail to reject Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle H_0}
. For the computation p-value we have to use the value of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle df_1}
and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle df_2}
.
- 7. Finally we have to conclude that the rejection of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle H_0}
or fail to rejection Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle H_0}
according to the test statistic at the significance level.
Example
| X1 |
X2
|
| 3067 |
3200
|
| 2730 |
2777
|
| 2840 |
2623
|
| 2913 |
3044
|
| 2789 |
2834
|
- =LEVENESTEST(B1:C5,.05,0)
LEVENES TEST
|
DATA-0 |
DATA-1
|
| Median |
2840 |
2834
|
| Mean |
2867.8 |
2895.6
|
| Variance |
16923.7 |
51713.3
|
| Count |
5 |
5
|
| df |
4 |
4
|
SUMMARY OUTPUT
| LEVENESTEST |
STATISTICS
|
| W |
1.0439235110342522
|
| F-Test |
0.38245649772919
|
| a |
0.05
|
| F |
0.32726010523405
|
| p 1 & 2 Tail |
0.1524069466470822 |
0.3048138932941644
|
Related Videos
See Also
References