Papers › A bootstrap test for equality of variances
A bootstrap test for equality of variances
Dexter Cahoy
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We introduce a bootstrap procedure to test the hypothesis Hₒ that K+1 variances are homogeneous. The procedure uses a variance-based statistic, and is derived from a normal-theory test for equality of variances. The test equivalently expressed the hypothesis as Hₒ: η=( η₁,…,η_(K+1))ᵀ=0, where ηᵢ's are log contrasts of the population variances. A box-type acceptance region is constructed to test the hypothesis Hₒ. Simulation results indicated that our method is generally superior to the Shoemaker and Levene tests, and the bootstrapped version of Levene test in controlling the Type I and Type II errors.
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