Manuals/calci/LEVENESTEST

LEVENESTEST (DataRange,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.

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

Levene's Test

See Also


References