Manuals/calci/LEVENESTESTOLD

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LEVENESTESTOLD(xRange,ConfidenceLevel,NewTableFlag)


  • is the set of values for the test.
  • 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
.
=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:

.

    • where is the result of the test.
    • is the number of different groups to which the sampled cases belong.
    • is the total number of cases in all groups.
    • is the number of cases in the group.
    • case from the group.
  • Zij is satisfying the one of the following conditions:
  • 1.,Where is the Mean of the subgroup.
  • 2.,Where is the Median of the subgroup
  • 3.,Where is the 10%Trimmed Mean of the 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 ,.
  • 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 .Otherwise, fail to reject . For the computation p-value we have to use the value of and .
  • 7. Finally we have to conclude that the rejection of or fail to rejection according to the test statistic at the significance level.

Examples

  1. LEVENESTESTOLD([[3067,2730,2840,2913,2789],[3200,2777,2623,3044,2834]],0.05,0)

See Also

References